Open AccessA Correction Note for Price Dynamics in a Markovian Limit Order Market
Author(s) -
Geliang Zhang,
Hugh L. Christensen,
Guolong Li,
Simon Godsill
Publication year - 2016
Publication title -
siam journal on financial mathematics
Language(s) - English
Resource type - Journals
ISSN - 1945-497X
DOI - 10.1137/16m1057437
Subject(s) - limit (mathematics) , markov process , order (exchange) , order book , mathematics , simple (philosophy) , mathematical economics , mathematical finance , statistical physics , economics , financial economics , mathematical analysis , statistics , finance , philosophy , physics , epistemology
Accelerating Research
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom
Address
John Eccles HouseRobert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom