Modelling intensities of order flows in a limit order book, Quantitative Finance

I. Muni Toke and N. Yoshida
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I. Muni Toke: ERIM - Equipe de Recherche en Informatique et Mathématiques - UNC - Université de la Nouvelle-Calédonie
N. Yoshida: ERIM - Equipe de Recherche en Informatique et Mathématiques - UNC - Université de la Nouvelle-Calédonie

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Date: 2016
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Published in To appear, (2017) (online Version 2016)., 2016

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