2 edition of approach to range order analysis found in the catalog.
approach to range order analysis
Written in English
Thesis(M.Sc.) - Course project in the Department of Industrial Engineering and Management, Loughborough University of Technology 1966.
|Statement||by G. Hayhurst.|
Drawing on a varied and extensive range of international examples, Hollensen demonstrates how companies such as Nintendo, BYD Electric cars, Harley Davidson, Spotify, Tinder and Hunter Boots make use of relationship marketing theory in order to gain competitive advantage. This paper extensively employs the order and trade data to analyze the shape of limit order book and the behavior of strategic order submission. The order book of stocks exhibits weakly convex pattern on the bid side due to wide price spreads away from the by: 1.
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Motivated by the desire to bridge the gap between the microscopic description of price formation (agent-based modeling) and the stochastic differential equations approach used classically to describe price evolution at macroscopic time scales, we present a mathematical study of the order book as a multidimensional continuous-time Markov chain and derive several mathematical results in the case Cited by: Description.
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