Pages that link to "Item:Q5298157"
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The following pages link to Parabolic Free Boundary Price Formation Models Under Market Size Fluctuations (Q5298157):
Displaying 6 items.
- A stochastic Stefan-type problem under first-order boundary conditions (Q1617128) (← links)
- A Stochastic Partial Differential Equation Model for Limit Order Book Dynamics (Q4958392) (← links)
- Price formation model with zero-Neumann boundary condition (Q5106745) (← links)
- Data assimilation in price formation (Q5113624) (← links)
- Continuum Limit and Renormalization of Market Price Dynamics Based on PUCK Model (Q5325405) (← links)
- Jump Diffusion Approximation for the Price Dynamics of a Fully State Dependent Limit Order Book Model (Q5886357) (← links)