A Stochastic Partial Differential Equation Model for Limit Order Book Dynamics
2018 ◽
Vol 128
(11)
◽
pp. 3778-3806
2019 ◽
Vol 2019
(11)
◽
pp. 8198-8206
◽
2013 ◽
Vol 35
(2)
◽
pp. A1161-A1191
◽