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Search: subject:"diffusion limit"
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ECONIS (ZBW)
13
RePEc
5
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10
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18
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1
Augmented real-time GARCH : a joint model for returns, volatility and volatility of volatility
Ding, Dexter
-
2021
Persistent link: https://www.econbiz.de/10013254143
Saved in:
2
Balanced routing with partial information in a distributed parallel many-server queueing system
Zhong, Zhiheng
;
Cao, Ping
- In:
European journal of operational research : EJOR
304
(
2023
)
2
,
pp. 618-633
Persistent link: https://www.econbiz.de/10013534548
Saved in:
3
Diffusion limits of real-time GARCH
Ding, Yashuang
-
2020
Persistent link: https://www.econbiz.de/10013206472
Saved in:
4
Weak
diffusion
limit
of real-time GARCH models : the role of current return information
Ding, Yashuang
-
2020
Persistent link: https://www.econbiz.de/10013206474
Saved in:
5
On the asymptotic optimality of the cμ-rule in queueing networks
Özkan, Erhun
- In:
Operations research letters
50
(
2022
)
3
,
pp. 254-259
Persistent link: https://www.econbiz.de/10013364083
Saved in:
6
Dynamic routing in a distributed parallel many-server service system : the effect of ξ-choice
Cao, Ping
;
Zhong, Zhiheng
;
Huang, Junfei
- In:
European journal of operational research : EJOR
294
(
2021
)
1
,
pp. 219-235
Persistent link: https://www.econbiz.de/10012591356
Saved in:
7
The continuous limit of weak GARCH
Alexander, Carol
;
Lazar, Emese
- In:
Econometric reviews
40
(
2021
)
2
,
pp. 197-216
Persistent link: https://www.econbiz.de/10012483807
Saved in:
8
Technical note : on the optimality of reflection control
Yang, Jiankui
;
Yao, David D.
;
Ye, Heng-Qing
- In:
Operations research
68
(
2020
)
6
,
pp. 1668-1677
Persistent link: https://www.econbiz.de/10012392154
Saved in:
9
Price Dynamics in a Markovian Limit Order Market
Cont, Rama
;
Larrard, Adrien De
-
HAL
-
2013
the price, conditional on the state of the order book. We study the
diffusion
limit
of the price process and express the …
Persistent link: https://www.econbiz.de/10010631316
Saved in:
10
General semi-Markov model for limit order books
Sviščuk, Anatolij
;
Hofmeister, Tyler
;
Cera, Katharina
; …
- In:
International journal of theoretical and applied finance
20
(
2017
)
3
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011686928
Saved in:
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