Lalor, L., & Swishchuk, A. (2025). Event-Based Limit Order Book Simulation under a Neural Hawkes Process: Application in Market-Making.
Cita Chicago Style (17a ed.)Lalor, Luca, y Anatoliy Swishchuk. Event-Based Limit Order Book Simulation Under a Neural Hawkes Process: Application in Market-Making. 2025.
Cita MLA (9a ed.)Lalor, Luca, y Anatoliy Swishchuk. Event-Based Limit Order Book Simulation Under a Neural Hawkes Process: Application in Market-Making. 2025.
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