Applications of IHRE in High-Frequency Trading: Limit Order Books and their Semi-Markovian Modeling and Implementations
2019 ◽
pp. 179-207
2018 ◽
Vol 19
(4)
◽
pp. 549-570
◽
2017 ◽
Vol 27
(5)
◽
pp. 2753-2806
◽
Keyword(s):