Browse by Subject Limit order book▼apoisson process▼aefficient price▼amartingale▼aself-exciting process
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| Analysis of the limit order using jump process models = 점프 과정 모델을 사용한 지정가 주문 분석link Kim, Gunhee; Choe, Geon Ho; et al, 한국과학기술원, 2019 |
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