Author:
Cont Rama,Cucuringu Mihai,Kochems Jonathan,Prenzel Felix
Subject
General Earth and Planetary Sciences,General Environmental Science
Reference40 articles.
1. Limit Order Books
2. A mathematical approach to order book modeling;F Abergel;International Journal of Theoretical and Applied Finance,2013
3. Long-time behavior of a hawkes process-based limit order book;F Abergel;SIAM Journal on Financial Mathematics,2015
4. Optimal execution of portfolio transactions;R Almgren;Journal of Risk,2001
5. Wasserstein generative adversarial networks;M Arjovsky;International conference on machine learning,2017