Lifan XUAN

Imperial College London

South Kensington Campus

Exhibition Road

London, Greater London SW7 2AZ

United Kingdom

Learn more about SSRN Profiles

SCHOLARLY PAPERS

1

DOWNLOADS

693

TOTAL CITATIONS

0

Feedback

Scholarly Papers (1)

Sort by:

Actions:

View:
Selected
Original List
All Versions Hide All Versions
All Abstracts Hide All Abstracts

(Rank)

A Mathematical Framework for Modelling Order Book Dynamics

Number of pages: 30 Posted: 27 Dec 2022

Rama Cont, Pierre Degond and Lifan XUAN

University of Oxford, Centre National de la Recherche Scientifique and Imperial College London

Downloads 693 (81,528)

View PDF
Download

Abstract:

Feedback

All content on this site: Copyright © 2024 Elsevier Inc., its licensors, and contributors. All rights are reserved, including those for text and data mining, AI training, and similar technologies. For all open access content, the relevant licensing terms apply.

We use cookies to help provide and enhance our service and tailor content.

To learn more, visit .