Modelling intensities of order flows in a limit order book (Q4555100)
From MaRDI portal
scientific article; zbMATH DE number 6981219
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modelling intensities of order flows in a limit order book |
scientific article; zbMATH DE number 6981219 |
Statements
Modelling intensities of order flows in a limit order book (English)
0 references
19 November 2018
0 references
order book
0 references
limit orders
0 references
market orders
0 references
cancellations
0 references
state-dependent point processes
0 references
intensity-based models
0 references
0 references
