A Time-Dependent Markovian Model of a Limit Order Book
Crossref DOI link: https://doi.org/10.1007/s10614-023-10356-9
Published Online: 2023-02-10
Published Print: 2024-02
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Chávez Casillas, Jonathan A. http://orcid.org/0000-0002-8494-7538
Text and Data Mining valid from 2023-02-10
Version of Record valid from 2023-02-10
Article History
Accepted: 6 January 2023
First Online: 10 February 2023
Declarations
:
: The author has no relevant financial or non-financial interests to disclose