A Few Simulation Results of Basic Models of Limit Order Books (Q5227351)
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scientific article; zbMATH DE number 7086094
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Few Simulation Results of Basic Models of Limit Order Books |
scientific article; zbMATH DE number 7086094 |
Statements
A Few Simulation Results of Basic Models of Limit Order Books (English)
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26 July 2019
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limit order books
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Poisson processes
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Hawkes processes
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