EQUIVALENCE OF PARTICLE SURVIVAL MODEL AND RECORD VALUE PROCESS, AND ITS NEW APPLICATION TO LIMIT ORDER BOOKS (Q5365655)
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scientific article; zbMATH DE number 6787843
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | EQUIVALENCE OF PARTICLE SURVIVAL MODEL AND RECORD VALUE PROCESS, AND ITS NEW APPLICATION TO LIMIT ORDER BOOKS |
scientific article; zbMATH DE number 6787843 |
Statements
EQUIVALENCE OF PARTICLE SURVIVAL MODEL AND RECORD VALUE PROCESS, AND ITS NEW APPLICATION TO LIMIT ORDER BOOKS (English)
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6 October 2017
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applied probability
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particle survival model
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record value
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non-homogeneous Poisson process
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zero-intelligence
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limit order book
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last arrival problem
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