Liquidation in limit order books with controlled intensity (Q2927944)
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scientific article; zbMATH DE number 6365988
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Liquidation in limit order books with controlled intensity |
scientific article; zbMATH DE number 6365988 |
Statements
5 November 2014
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limit order books
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controlled intensity
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optimal control of point processes
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optimal control of queueing networks
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fluid limit
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0.8846415
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0.8761448
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0.87298316
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0.86074066
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Liquidation in limit order books with controlled intensity (English)
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