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ORCID"Order Book Queue Hawkes Markovian Modeling."
Philip Protter, Qianfan Wu, Shihao Yang (2024)
- Philip Protter
, Qianfan Wu, Shihao Yang:
Order Book Queue Hawkes Markovian Modeling. SIAM J. Financial Math. 15(1): 1-25 (2024)
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