Modelling the shape of the limit order book (Q5026540)
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scientific article; zbMATH DE number 7470691
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modelling the shape of the limit order book |
scientific article; zbMATH DE number 7470691 |
Statements
Modelling the shape of the limit order book (English)
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8 February 2022
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limit order book
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noise trader
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partial differential equation
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high-frequency asset pricing model
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