A mathematical approach to order book modeling (Q2853371)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A mathematical approach to order book modeling |
scientific article; zbMATH DE number 6217599
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A mathematical approach to order book modeling |
scientific article; zbMATH DE number 6217599 |
Statements
21 October 2013
0 references
limit order book
0 references
agent-based modeling
0 references
order flow
0 references
bid-ask spread
0 references
Markov chain
0 references
stochastic stability
0 references
FCLT
0 references
geometric mixing
0 references
0 references
A mathematical approach to order book modeling (English)
0 references
