Stochastic modelling of big data in finance /
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| Format: | eBook |
| Language: | English |
| Published: |
Boca Raton, FL :
CRC Press,
2023.
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| Series: | Chapman and Hall/CRC financial mathematics series
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| Subjects: | |
| Online Access: | Connect to the full text of this electronic book |
| Item Description: | 3.3. General Semi-Markov Model for the Limit Order Book with Two States |
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| Physical Description: | 1 online resource ( 305 p..) : |
| ISBN: | 9781000776805 1000776808 |