Statistical modeling and simulation of limit order markets
<p>This thesis focuses on the statistical modeling of order flow in limit order markets and the development data-driven approaches for the simulation of limit order book dynamics.</p> <br> <p>In the first part, after introducing various mathematical representations of limit o...
Main Author: | Prenzel, F |
---|---|
Other Authors: | Cont, R |
Format: | Thesis |
Language: | English |
Published: |
2023
|
Subjects: |
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