Pages that link to "Item:Q1935649"
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The following pages link to Limiting distribution for a simple model of order book dynamics (Q1935649):
Displaying 13 items.
- Rigorous results for the Stigler-Luckock model for the evolution of an order book (Q1661559) (← links)
- 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)
- Exact Hurst exponent and crossover behavior in a limit order market model (Q1847461) (← links)
- A level-1 limit order book with time dependent arrival rates (Q2283666) (← 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)
- Coupling limit order books and branching random walks (Q2923425) (← links)
- A Stochastic Model for Order Book Dynamics (Q3098255) (← links)
- A Law of Large Numbers for Limit Order Books (Q4595967) (← links)
- HYDRODYNAMIC LIMIT OF ORDER-BOOK DYNAMICS (Q4628410) (← links)
- Modelling the shape of the limit order book (Q5026540) (← links)
- EQUIVALENCE OF PARTICLE SURVIVAL MODEL AND RECORD VALUE PROCESS, AND ITS NEW APPLICATION TO LIMIT ORDER BOOKS (Q5365655) (← links)