Pages that link to "Item:Q1688017"

The following pages link to A functional limit theorem for limit order books with state dependent price dynamics (Q1688017):

Displaying 23 items.

• A Stefan-type stochastic moving boundary problem (Q682466) (← links)
• Functional modelling of volatility in the Swedish limit order book (Q961406) (← links)
• A stochastic Stefan-type problem under first-order boundary conditions (Q1617128) (← links)
• Scaling limit of a limit order book model via the regenerative characterization of Lévy trees (Q1704954) (← links)
• Second order approximations for limit order books (Q1788823) (← links)
• Limiting distribution for a simple model of order book dynamics (Q1935649) (← links)
• A diffusion approximation for limit order book models (Q2010486) (← links)
• Solving linear parabolic rough partial differential equations (Q2190037) (← links)
• From tick data to semimartingales (Q2240473) (← links)
• A level-1 limit order book with time dependent arrival rates (Q2283666) (← links)
• Coupling limit order books and branching random walks (Q2923425) (← links)
• Long-Time Behavior of a Hawkes Process--Based Limit Order Book (Q3456836) (← links)
• A Law of Large Numbers for Limit Order Books (Q4595967) (← links)
• Ergodicity and Diffusivity of Markovian Order Book Models: A General Framework (Q4607054) (← links)
• HYDRODYNAMIC LIMIT OF ORDER-BOOK DYNAMICS (Q4628410) (← links)
• A Stochastic Partial Differential Equation Model for Limit Order Book Dynamics (Q4958392) (← links)
• Optimal inventory management and order book modeling (Q4967868) (← links)
• ON BOUNCING GEOMETRIC BROWNIAN MOTIONS (Q5056633) (← links)
• Optimal Liquidity-Based Trading Tactics (Q5084495) (← links)
• Limit Order Books, Diffusion Approximations and Reflected SPDEs: From Microscopic to Macroscopic Models (Q5126683) (← links)
• A Scaling Limit for Limit Order Books Driven by Hawkes Processes (Q5227409) (← links)
• A Weak Law of Large Numbers for a Limit Order Book Model with Fully State Dependent Order Dynamics (Q5266362) (← links)
• Jump Diffusion Approximation for the Price Dynamics of a Fully State Dependent Limit Order Book Model (Q5886357) (← links)