Pages that link to "Item:Q2986667"
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The following pages link to GENERAL SEMI-MARKOV MODEL FOR LIMIT ORDER BOOKS (Q2986667):
Displaying 5 items.
- Stochastic modelling of big data in finance (Q2218868) (← links)
- Modelling of limit order books by general compound Hawkes processes with implementations (Q2241518) (← links)
- A level-1 limit order book with time dependent arrival rates (Q2283666) (← links)
- Price dynamics in a Markovian limit order market (Q2873118) (← links)
- A semi-Markov approach to financial modelling during the COVID-19 pandemic (Q6609933) (← links)