bayer.horst.ea:17:functional¶
BibTeX Entry:
@article{bayer.horst.ea:17:functional,
author = {Bayer, Christian and Horst, Ulrich and Qiu, Jinniao},
doi = {10.1214/16-AAP1265},
fjournal = {The Annals of Applied Probability},
issn = {1050-5164,2168-8737},
journal = {Ann. Appl. Probab.},
mrclass = {60B11 (60F17 60H15 90B22 91B70)},
mrnumber = {3719946},
number = {5},
pages = {2753--2806},
title = {A functional limit theorem for limit order books with
state dependent price dynamics},
url = {https://doi.org/10.1214/16-AAP1265},
volume = {27},
year = {2017}
}