A diffusion approximation for limit order book models (Q2010486)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A diffusion approximation for limit order book models |
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A diffusion approximation for limit order book models (English)
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27 November 2019
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functional limit theorem
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diffusion limit
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scaling limit
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convergence of stochastic differential equations
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limit order book
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