General Semi-Markov Model for Limit Order Books : Theory, Implementation and Numerics
Year of publication: |
2016
|
---|---|
Authors: | Swishchuk, Anatoliy V. |
Other Persons: | Cera, Katharina (contributor) ; Schmidt, Julia (contributor) ; Hofmeister, Tyler (contributor) |
Publisher: |
[2016]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Wertpapierhandel | Securities trading | Marktmikrostruktur | Market microstructure |
Extent: | 1 Online-Ressource (20 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 8, 2016 erstellt |
Other identifiers: | 10.2139/ssrn.2820221 [DOI] |
Classification: | D46 - Value Theory ; C02 - Mathematical Methods ; c58 |
Source: | ECONIS - Online Catalogue of the ZBW |
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