Hydrodynamic Limit of Order Book Dynamic
Other conference paper
Other information
All Author(s) ListGAO Xuefeng
Name of ConferenceThird Hong Kong - Shanghai Workshop for Quantitative Finance and Risk Management
Start Date of Conference01/01/2014
Country/Region of ConferenceChina
Proceedings TitleThird Hong Kong - Shanghai Workshop for Quantitative Finance and Risk Management
Year2014
Month9
Place of PublicationShanghai, China
LanguagesEnglish-United Kingdom
KeywordsHydrodynamic; Dynamics