3

Change of measure up to a random time: Details

Year:
2016
Language:
english
File:
PDF, 522 KB
english, 2016
4

Strict local martingales and bubbles

Year:
2015
Language:
english
File:
PDF, 365 KB
english, 2015
5

Second order approximations for limit order books

Year:
2018
Language:
english
File:
PDF, 2.35 MB
english, 2018
6

A diffusion approximation for limit order book models

Year:
2018
Language:
english
File:
PDF, 1.10 MB
english, 2018