default search action
"A Semi-Markovian Modeling of Limit Order Markets."
Anatoliy Swishchuk, Nelson Vadori (2017)
- Anatoliy Swishchuk, Nelson Vadori:
A Semi-Markovian Modeling of Limit Order Markets. SIAM J. Financial Math. 8(1): 240-273 (2017)
manage site settings
To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.