Mean-field theory of the Santa Fe model revisited: a systematic derivation from an exact BBGKY hierarchy for the zero-intelligence limit-order book model

Fuente: arXiv

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Bibliographic Details
Main Authors:	Wakatsuki, Taiki, Kanazawa, Kiyoshi
Format:	Preprint
Published:	2025
Subjects:	Trading and Market Microstructure Statistical Mechanics Computational Finance General Finance Mathematical Finance
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2510.01814