Pages that link to "Item:Q2360238"
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The following pages link to A one-level limit order book model with memory and variable spread (Q2360238):
Displaying 4 items.
- A level-1 limit order book with time dependent arrival rates (Q2283666) (← links)
- A Stochastic Partial Differential Equation Model for Limit Order Book Dynamics (Q4958392) (← links)
- Universal features of price formation in financial markets: perspectives from deep learning (Q5234368) (← links)
- Jump Diffusion Approximation for the Price Dynamics of a Fully State Dependent Limit Order Book Model (Q5886357) (← links)