Semi-Markov Model for Market Microstructure
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Publication:4682482
DOI10.1080/1350486X.2015.1037963zbMath1396.91218arXiv1305.0105WikidataQ126204148 ScholiaQ126204148MaRDI QIDQ4682482
Publication date: 18 September 2018
Published in: Applied Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1305.0105
Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20)
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