Lob Preprint
New preprint: An Algebraic Framework for the Modeling of Limit Order Books. Accompanying blog post here. This is in continuation of earlier work on limit order books with my brother, Johannes Bleher, University of Hohenheim.
New preprint: An Algebraic Framework for the Modeling of Limit Order Books. Accompanying blog post here. This is in continuation of earlier work on limit order books with my brother, Johannes Bleher, University of Hohenheim.