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01:07:58 CAM Colloquium - August 24, 2012: Josh Reed CAM Colloquium - August 24, 2012: Josh Reed	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… heavy traffic economics terminology systems theory sales question supply chain management terms financial services process eng assumption caption complete philosophical terminology problem customer types of functions center continuous distributions server mediasite stochastic processes people human communication customer experience management model utilization basically grammar goods business system rooms communication minimize systems number data collection operations research times exponentials fall 2012 rationing and licensing time distribution suppose distribution thing calculus conditions marketing fourier analysis service financial markets materials science on premise fictional aviators service industries technique elementary mathematics policy From E. Cornelius 6 plays

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…

From E. Cornelius 6 plays