Order book dynamics in liquid markets: limit theorems and diffusion approximations
Data and Resources
Additional Info
| Field | Value |
|---|---|
| Source | https://hal.science/hal-00672274 |
| Author | Cont, Rama, de Larrard, Adrien |
| Maintainer | CCSD |
| Last Updated | November 1, 2026, 04:43 (UTC) |
| Created | November 1, 2026, 04:43 (UTC) |
| Identifier | hal-00672274 |
| Language | en |
| Rights | https://about.hal.science/hal-authorisation-v1/ |
| contributor | Laboratoire de Probabilités et Modèles Aléatoires (LPMA) ; Université Pierre et Marie Curie - Paris 6 (UPMC)-Université Paris Diderot - Paris 7 (UPD7)-Centre National de la Recherche Scientifique (CNRS) |
| creator | Cont, Rama |
| date | 2011-11-01T00:00:00 |
| harvest_object_id | 4a66d537-0415-4982-ab02-28e4f707af6d |
| harvest_source_id | 3374d638-d20b-4672-ba96-a23232d55657 |
| harvest_source_title | test moissonnage SELUNE |
| metadata_modified | 2025-09-29T00:00:00 |
| set_spec | type:REPORT |