Price jump prediction in a limit order book
Data and Resources
Additional Info
| Field | Value |
|---|---|
| Source | journal of mathematical finance |
| Author | Zheng, Ban, Moulines, Eric, Abergel, Frédéric |
| Maintainer | CCSD |
| Last Updated | May 10, 2026, 22:18 (UTC) |
| Created | May 10, 2026, 22:18 (UTC) |
| Identifier | hal-00684716 |
| Language | en |
| Rights | https://about.hal.science/hal-authorisation-v1/ |
| contributor | Laboratoire Traitement et Communication de l'Information (LTCI) ; Télécom ParisTech-Institut Mines-Télécom [Paris] (IMT)-Centre National de la Recherche Scientifique (CNRS) |
| creator | Zheng, Ban |
| date | 2013-05-10T00:00:00 |
| harvest_object_id | b5031566-7055-4ea0-8a92-eefcc0231c0d |
| harvest_source_id | 3374d638-d20b-4672-ba96-a23232d55657 |
| harvest_source_title | test moissonnage SELUNE |
| metadata_modified | 2026-03-22T00:00:00 |
| relation | info:eu-repo/semantics/altIdentifier/doi/10.4236/jmf.2013.3202 |
| set_spec | type:ART |