Patrimony
The Louis Bachelier Group's patrimony has been defined as all the publications produced by academic researchers thanks to Group funding (ILB, FdR, IEF, Labex) or via the use of EquipEx data (BEDOFIH, EUROFIDAI).
On the Stability and Price Scaling Limit of a Hawkes Process-Based Order Book Model.
Diffusive limit, Hawkes process, Order book
Stability and price scaling limit of a Hawkes-process based order book model.
Diffusive limit, Hawkes process, Order book