GENERAL SEMI-MARKOV MODEL FOR LIMIT ORDER BOOKS (Q2986667)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | GENERAL SEMI-MARKOV MODEL FOR LIMIT ORDER BOOKS |
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GENERAL SEMI-MARKOV MODEL FOR LIMIT ORDER BOOKS (English)
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16 May 2017
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limit order book
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diffusion limit
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market microstructure
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