https://www.manuelmorales.org/single-post/2016/12/03/simulator-models-for-the-limit-order-book-dynamics-and-their-applications
Simulator Models for the Limit Order Book Dynamics and their Applications
Dec 3, 2016 - Thanks to funding from the Montreal Institute of Structured Finance and Derivatives (IFSID), I am currently setting up a new research project in collaboration...
simulator modelsfor thelimit order