منابع مشابه
A Mathematical Approach to Order Book Modeling
Motivated by the desire to bridge the gap between the microscopic description of price formation (agent-based modeling) and the stochastic differential equations approach used classically to describe price evolution at macroscopic time scales, we present a mathematical study of the order book as a multidimensional continuous-time Markov chain and derive several mathematical results in the case ...
متن کاملA Mathematical Approach to Order Book Modelling
Motivated by the desire to bridge the gap between the microscopic description of price formation (agent-based modeling) and the stochastic differential equations approach used classically to describe price evolution at macroscopic time scales, we present a mathematical study of the order book as a multidimensional continuous-time Markov chain and derive several mathematical results in the case ...
متن کاملOrder Book
• Bollerslev and Domowitz (1993) used computer simulations to study the effects of varying the length of an electronic order book. They state that the appearance and increasing persistence of serial correlation in the variance of transactions price returns is traced to the existence and length of the electronic book, as is the degree of non-normality in transactions returns. Whilst increases in...
متن کاملfrom linguistics to literature: a linguistic approach to the study of linguistic deviations in the turkish divan of shahriar
chapter i provides an overview of structural linguistics and touches upon the saussurean dichotomies with the final goal of exploring their relevance to the stylistic studies of literature. to provide evidence for the singificance of the study, chapter ii deals with the controversial issue of linguistics and literature, and presents opposing views which, at the same time, have been central to t...
15 صفحه اولHow to Write a Book Review?
سخن سردبیر Editorial مجله دانشگاه علوم پزشکی رفسنجان دوره 21، دی 1401، 1006-1005 چگونه یک مروری بر کتاب بنویسیم؟ How to Write a Book Review? محسن رضائیان[1] Mohsen Rezaeian در یکی از سخن‌های سردبیری مجله دانشگاه، به توضیح انواع مقالات غیر پژوهشی (Non-research articles) پرداختیم. در همان جا توضیح دادیم که یکی از انواع مقالات غیر پژوهشی بسیار مهم که می‌تواند توسط دانشمندان نو...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: SSRN Electronic Journal
سال: 2005
ISSN: 1556-5068
DOI: 10.2139/ssrn.873025