A Deterministic Limit Order Book Simulator with Hawkes-Driven Order Flow

Fuente: arXiv

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Bibliographic Details
Main Author:	Karmi, Sohaib El
Format:	Preprint
Published:	2025
Subjects:	Trading and Market Microstructure 60G55, 60J75, 91G80, 91B84 I.6.3; G.3; J.4
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2510.08085