Results 151 to 160 of about 25,477 (162)
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Modelling of Limit Order Books by General Compound Hawkes Processes with Implementations
Methodology and Computing in Applied Probability, 2020Anatoliy Swishchuk, Swishchuk Anatoliy
exaly
Limit order books: a systematic review of literature
Qualitative Research in Financial Markets, 2020Abhinava Tripathi, Alok Dixit
exaly
Determining the integrated volatility via limit order books with multiple records
Quantitative Finance, 2017Qiang Liu, Zhi Liu, Deng Ding
exaly
Optimal execution strategies in limit order books with general shape functions
Quantitative Finance, 2010Aurélien Alfonsi, Alexander Schied
exaly
Testing Stylized Facts of Bitcoin Limit Order Books
Journal of Risk and Financial Management, 2019Matthias Schnaubelt +1 more
exaly
Optimal Execution and Price Manipulations in Time-varying Limit Order Books
Applied Mathematical Finance, 2014Aurélien Alfonsi
exaly