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

Fuente: arXiv

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Détails bibliographiques
Auteur principal:	Karmi, Sohaib El
Format:	Preprint
Publié:	2025
Sujets:	Trading and Market Microstructure 60G55, 60J75, 91G80, 91B84 I.6.3; G.3; J.4
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

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