Publisher
Springer Science and Business Media LLC
Subject
Statistics and Probability
Reference42 articles.
1. Abergel F, Jedidi A (2013) A mathematical approach to order book modeling. Int J Theor Appl Finance 16(05):1350025
2. Abergel F, Jedidi A (2015) Long-time behavior of a Hawkes process-based limit order book. SIAM J Financ Math 6(1):1026–1043
3. Adams RA, Fournier JJ (2003) Sobolev spaces, vol 140. Academic Press, Cambridge
4. Bacry E, Mastromatteo I, Muzy J-F (2015) Hawkes processes in finance. Mark Microstruct Liq 1(01):1550005
5. Benaïm M, Le Borgne S, Malrieu F, Zitt P-A (2015) Qualitative properties of certain piecewise deterministic Markov processes. Ann Probab Stat 51:1040–1075
Cited by
2 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献