Aymen Jedidi
- A Mathematical Approach to Order Book Modeling
2010/10/25 by Frédéric Abergel, Frederic Abergel, Abergel, Frederic +2 · 5 citations
Economics, Econometrics and Finance · Mathematics · #Complex Systems and Time Series Analysis #Economic theories and models #FOS: Economics and business #FOS: Mathematics #Probability (math.PR) #Trading and Market Microstructure (q-fin.TR) #math.PR #q-fin.TR