Pages that link to "Item:Q2868675"
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The following pages link to A multiscale model of high-frequency trading (Q2868675):
Displaying 9 items.
- Scaling limit of a limit order book model via the regenerative characterization of Lévy trees (Q1704954) (← links)
- High-frequency trading with fractional Brownian motion (Q2022763) (← links)
- High frequency traders and the price process (Q2190209) (← links)
- High frequency trading and stock index returns: a nonlinear dynamic analysis (Q2656795) (← links)
- High-frequency trading model for a complex trading hierarchy (Q2873026) (← links)
- (Q3400733) (← links)
- Dynamic mode decomposition for financial trading strategies (Q4554232) (← links)
- Modelling Asset Prices for Algorithmic and High-Frequency Trading (Q4585000) (← links)
- HYDRODYNAMIC LIMIT OF ORDER-BOOK DYNAMICS (Q4628410) (← links)