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  • Search: subject:"killing and resurrecting Markov processes"
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Bid-ask spread 1 Börsenhandel 1 Börsenkurs 1 Geld-Brief-Spanne 1 Handelsvolumen der Börse 1 Limit order book 1 Market microstructure 1 Markov chain 1 Markov-Kette 1 Marktmikrostruktur 1 Securities trading 1 Share price 1 Stock exchange trading 1 Trading volume 1 Wertpapierhandel 1 aggressive limit orders 1 aggressive market orders 1 killing and resurrecting Markov processes 1 volume of the best quote 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Toke, Ioane Muni 1
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International journal of theoretical and applied finance 1
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Stationary distribution of the volume at the best quote in a poisson order book model
Toke, Ioane Muni - In: International journal of theoretical and applied finance 20 (2017) 6, pp. 1-22
Persistent link: https://www.econbiz.de/10011734357
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