A level-1 limit order book with time dependent arrival rates (Q2283666)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A level-1 limit order book with time dependent arrival rates |
scientific article |
Statements
A level-1 limit order book with time dependent arrival rates (English)
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13 January 2020
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limit order book
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inhomogeneous Poisson process
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Brownian motion
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Brownian meander
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