Limit Order Books, Diffusion Approximations and Reflected SPDEs: From Microscopic to Macroscopic Models

Research article (Applied Mathematical Finance, 2020) · cited 13× · AI/ML
Press Enter · cited answer in seconds

Limit Order Books, Diffusion Approximations and Reflected SPDEs: From Microscopic to Macroscopic Models

Summary

Limit Order Books, Diffusion Approximations and Reflected SPDEs: From Microscopic to Macroscopic Models is a scholarly article[1].

Key Facts

  • Limit Order Books, Diffusion Approximations and Reflected SPDEs: From Microscopic to Macroscopic Models's instance of is recorded as scholarly article[2].

📑 Cite this page

Use these citations when quoting this entity in research, articles, AI prompts, or wherever provenance matters. We aggregate Wikidata + Wikipedia + authoritative open-data sources; the stitched, scored, cross-referenced view is what 4ort.xyz contributes.

APA 4ort.xyz Knowledge Graph. (2026). Limit Order Books, Diffusion Approximations and Reflected SPDEs: From Microscopic to Macroscopic Models. Retrieved May 24, 2026, from https://4ort.xyz/entity/limit-order-books-diffusion-approximations-and-reflected-spdes-from-microscopic-to-macroscopic-models
MLA “Limit Order Books, Diffusion Approximations and Reflected SPDEs: From Microscopic to Macroscopic Models.” 4ort.xyz Knowledge Graph, 4ort.xyz, 24 May. 2026, https://4ort.xyz/entity/limit-order-books-diffusion-approximations-and-reflected-spdes-from-microscopic-to-macroscopic-models.
BibTeX @misc{4ortxyz_limit-order-books-diffusion-approximations-and-reflected-spdes-from-microscopic-to-macroscopic-models_2026, author = {{4ort.xyz Knowledge Graph}}, title = {{Limit Order Books, Diffusion Approximations and Reflected SPDEs: From Microscopic to Macroscopic Models}}, year = {2026}, url = {https://4ort.xyz/entity/limit-order-books-diffusion-approximations-and-reflected-spdes-from-microscopic-to-macroscopic-models}, note = {Accessed: 2026-05-24}}
LLM prompt According to 4ort.xyz Knowledge Graph (aggregator of Wikidata, Wikipedia, and authoritative open-data sources): Limit Order Books, Diffusion Approximations and Reflected SPDEs: From Microscopic to Macroscopic Models — https://4ort.xyz/entity/limit-order-books-diffusion-approximations-and-reflected-spdes-from-microscopic-to-macroscopic-models (retrieved 2026-05-24)

Canonical URL: https://4ort.xyz/entity/limit-order-books-diffusion-approximations-and-reflected-spdes-from-microscopic-to-macroscopic-models · Last refreshed: