Weibing Huang
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Ergodicity and diffusivity of Markovian order book models: a general framework SIAM Journal on Financial Mathematics | 2018-03-12 | Paper |
| Simulating and analyzing order book data: the queue-reactive model Journal of the American Statistical Association | 2017-10-13 | Paper |
Research outcomes over time
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