A Correction Note for Price Dynamics in a Markovian Limit Order Market (2016)

First Author: Zhang G
Attributed to:  BTaRoT: Bayesian Tracking and Reasoning over Time funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1137/16m1057437

Publication URI: http://dx.doi.org/10.1137/16m1057437

Type: Journal Article/Review

Parent Publication: SIAM Journal on Financial Mathematics

Issue: 1

ISSN: 1945-497X