01:05:10
Gertler 2021-04-05
Zoom Recording ID: 97676278806 UUID: lIdYv1nbTsmjUEIPh6UVjw== Meeting Time: 2021-04-05T15:14:43Z
01:07:58
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…
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