A Markov Model of a Limit Order Book: Thresholds, Recurrence, and Trading Strategies

Related Items

• 

  Markov Jump Process Io...

• 

  Metastability in a Sto...

• 

  Markov Subsequences an...

• 

  Stock Loan Valuation U...

• 

  Reaction pathways of m...

• 

  Toy Models