Results 121 to 130 of about 25,477 (162)

A study protocol exploring synchrony between mother infant and therapist during shared reading with preterm infants in a neonatal unit. [PDF]

open access: yesSci Rep
Boissel L   +11 more
europepmc   +1 more source

Parental Cognitive Stimulation of Young Children Before and After the Onset of the COVID-19 Pandemic. [PDF]

open access: yesJ Dev Behav Pediatr
Martin A   +19 more
europepmc   +1 more source

A Scaling Limit for Limit Order Books Driven by Hawkes Processes [PDF]

open access: yesSIAM Journal on Financial Mathematics, 2019
In this paper we derive a scaling limit for an infinite dimensional limit order book model driven by Hawkes random measures. The dynamics of the incoming order flow is allowed to depend on the current market price as well as on a volume indicator. With our choice of scaling the dynamics converges to a coupled SDE-ODE system where limiting best bid and ...
Ulrich Horst
exaly   +4 more sources

A Law of Large Numbers for Limit Order Books [PDF]

open access: yesMathematics of Operations Research, 2017
We define a stochastic model of a two-sided limit order book in terms of its key quantities best bid [ask] price and the standing buy [sell] volume density. For a simple scaling of the discreteness parameters, that keeps the expected volume rate over the considered price interval invariant, we prove a limit theorem.
Ulrich Horst, Michael Paulsen
exaly   +3 more sources

Home - About - Disclaimer - Privacy