Pages that link to "Item:Q2284921"

The following pages link to A dynamic model of the limit order book (Q2284921):

Displaying 31 items.

• Studies of the limit order book around large price changes (Q977768) (← links)
• Equilibrium pricing in an order book environment: case study for a spin model (Q1619502) (← links)
• A functional limit theorem for limit order books with state dependent price dynamics (Q1688017) (← links)
• Analysis of a decision model in the context of equilibrium pricing and order book pricing (Q1783178) (← links)
• A multi agent model for the limit order book dynamics (Q1938091) (← links)
• The self-financing equation in limit order book markets (Q1999602) (← links)
• Dynamic equilibrium of market making with price competition (Q2062249) (← links)
• Modelling of limit order books by general compound Hawkes processes with implementations (Q2241518) (← links)
• Tail expectation and imperfect competition in limit order book markets (Q2324822) (← links)
• Dynamic equilibrium limit order book model and optimal execution problem (Q2356562) (← links)
• A one-level limit order book model with memory and variable spread (Q2360238) (← links)
• Dynamic stability of the Nash equilibrium for a bidding game (Q2809238) (← links)
• Strategic liquidity provision in limit order markets (Q2857049) (← links)
• Limit order books (Q2871425) (← links)
• Price dynamics in a Markovian limit order market (Q2873118) (← links)
• A bidding game in a continuum limit order book (Q2873842) (← links)
• The dynamic evolution of the limit order book driven by order flows (Q2887623) (← links)
• (Q3534743) (← links)
• Optimal Trade Execution and Absence of Price Manipulations in Limit Order Book Models (Q3580035) (← links)
• Linear models for the impact of order flow on prices. I. History dependent impact models (Q4554471) (← links)
• How much market making does a market need? (Q4555283) (← links)
• A Law of Large Numbers for Limit Order Books (Q4595967) (← links)
• Modelling high-frequency limit order book dynamics with support vector machines (Q4619497) (← links)
• HYDRODYNAMIC LIMIT OF ORDER-BOOK DYNAMICS (Q4628410) (← links)
• The order book as a queueing system: average depth and influence of the size of limit orders (Q4683096) (← links)
• Optimal inventory management and order book modeling (Q4967868) (← links)
• Modelling the shape of the limit order book (Q5026540) (← links)
• Equilibrium Model of Limit Order Books: A Mean-Field Game View (Q5050094) (← links)
• Analyzing order flows in limit order books with ratios of Cox-type intensities (Q5215440) (← links)
• EQUIVALENCE OF PARTICLE SURVIVAL MODEL AND RECORD VALUE PROCESS, AND ITS NEW APPLICATION TO LIMIT ORDER BOOKS (Q5365655) (← links)
• From zero-intelligence to queue-reactive: limit-order-book modeling for high-frequency volatility estimation and optimal execution (Q6158406) (← links)