Pages that link to "Item:Q2283666"
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The following pages link to A level-1 limit order book with time dependent arrival rates (Q2283666):
Displaying 8 items.
- Limiting distribution for a simple model of order book dynamics (Q1935649) (← 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 mathematical approach to order book modeling (Q2853371) (← 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)
- Time-trend free run orders with the minimum level changes (Q4383746) (← links)
- ON BOUNCING GEOMETRIC BROWNIAN MOTIONS (Q5056633) (← links)