Stationary distributions in Poisson limit order book models, Workshop on the Mathematics of High-Frequency Trading, Institute for Pure and Applied Mathematics. - Université de la Nouvelle-Calédonie
Communication Dans Un Congrès Année : 2015

Stationary distributions in Poisson limit order book models, Workshop on the Mathematics of High-Frequency Trading, Institute for Pure and Applied Mathematics.

Ioane Muni Toke
Pôle Pluridisciplinaire de la Matière et de l'Environnement

Domaines

Mathématiques [math]

William Demet  : Connectez-vous pour contacter le contributeur

https://unc.hal.science/hal-03387607

Soumis le : mercredi 20 octobre 2021-07:13:10

Dernière modification le : mercredi 13 novembre 2024-03:41:09

Fichier non déposé

Dates et versions

hal-03387607 , version 1 (20-10-2021)

Identifiants

  • HAL Id : hal-03387607 , version 1

Citer

Ioane Muni Toke. Stationary distributions in Poisson limit order book models, Workshop on the Mathematics of High-Frequency Trading, Institute for Pure and Applied Mathematics.. IPAM Financial Maths 2015, Core Participants Short Talks, 2015, Los Angeles, United States. ⟨hal-03387607⟩

Exporter

BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite

Collections

PPME-UNC
25 Consultations
0 Téléchargements

Partager

More