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Gertler 2021-04-05

Zoom Recording ID: 97676278806 UUID: lIdYv1nbTsmjUEIPh6UVjw== Meeting Time: 2021-04-05T15:14:43Z

From  John Cawley 52 plays

CAM Colloquium - August 24, 2012: Josh Reed

High Frequency Asymptotics for the Limit Order Book We study the one-sided limit order book for sell (or buy) orders and model it as a measure-valued process. Limit orders arrive to the book…

From  E. Cornelius 5 plays