"A Mathematical Framework for Modeling Order Book Dynamics."

Rama Cont, Pierre Degond, Lifan Xuan (2025)

> Home

Details and statistics

DOI: 10.1137/22M1541538

access: closed

type: Journal Article

metadata version: 2025-04-01

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/siamfm/ContDX25
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/siamfm/ContDX25
Rama Cont, Pierre Degond, Lifan Xuan:
A Mathematical Framework for Modeling Order Book Dynamics. SIAM J. Financial Math. 16(1): 123-166 (2025)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.