Pages that link to "Item:Q4958392"
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The following pages link to A Stochastic Partial Differential Equation Model for Limit Order Book Dynamics (Q4958392):
Displaying 15 items.
- A functional limit theorem for limit order books with state dependent price dynamics (Q1688017) (← links)
- Scaling limit of a limit order book model via the regenerative characterization of Lévy trees (Q1704954) (← links)
- The self-financing equation in limit order book markets (Q1999602) (← links)
- The multi-dimensional stochastic Stefan financial model for a portfolio of assets (Q2120321) (← links)
- Stochastic modelling of big data in finance (Q2218868) (← links)
- Modelling of limit order books by general compound Hawkes processes with implementations (Q2241518) (← links)
- A one-level limit order book model with memory and variable spread (Q2360238) (← links)
- A generalized birth–death stochastic model for high-frequency order book dynamics (Q2873024) (← links)
- Reduced form modeling of limit order markets (Q2873532) (← links)
- A Stochastic Model for Order Book Dynamics (Q3098255) (← links)
- (Q3534743) (← links)
- HYDRODYNAMIC LIMIT OF ORDER-BOOK DYNAMICS (Q4628410) (← links)
- Modelling the shape of the limit order book (Q5026540) (← links)
- Jump Diffusion Approximation for the Price Dynamics of a Fully State Dependent Limit Order Book Model (Q5886357) (← links)
- Towards multi‐agent reinforcement learning‐driven over‐the‐counter market simulations (Q6196291) (← links)