Bid-ask spread dynamics: large upward jump with geometric catastrophes (2024)
- Authors:
- Autor USP: IAMBARTSEV, ANATOLI - IME
- Unidade: IME
- DOI: 10.1051/ro/2024039
- Subjects: PROBABILIDADE; PROCESSOS ESTOCÁSTICOS
- Keywords: Markov models; limit order book; geometric catastrophes; liquidity fluctuations
- Agências de fomento:
- Language: Inglês
- Imprenta:
- Source:
- Título: RAIRO - Operations Research
- ISSN: 0399-0559
- Volume/Número/Paginação/Ano: v. 58, n. 2, p. 1375-1399, 2024
- Este periódico é de assinatura
- Este artigo é de acesso aberto
- URL de acesso aberto
- Cor do Acesso Aberto: hybrid
- Licença: cc-by
-
ABNT
CERDA-HERNÁNDEZ, Jose Javier e LOGACHOV, Artem e YAMBARTSEV, Anatoli. Bid-ask spread dynamics: large upward jump with geometric catastrophes. RAIRO - Operations Research, v. 58, n. 2, p. 1375-1399, 2024Tradução . . Disponível em: https://doi.org/10.1051/ro/2024039. Acesso em: 08 jan. 2026. -
APA
Cerda-Hernández, J. J., Logachov, A., & Yambartsev, A. (2024). Bid-ask spread dynamics: large upward jump with geometric catastrophes. RAIRO - Operations Research, 58( 2), 1375-1399. doi:10.1051/ro/2024039 -
NLM
Cerda-Hernández JJ, Logachov A, Yambartsev A. Bid-ask spread dynamics: large upward jump with geometric catastrophes [Internet]. RAIRO - Operations Research. 2024 ; 58( 2): 1375-1399.[citado 2026 jan. 08 ] Available from: https://doi.org/10.1051/ro/2024039 -
Vancouver
Cerda-Hernández JJ, Logachov A, Yambartsev A. Bid-ask spread dynamics: large upward jump with geometric catastrophes [Internet]. RAIRO - Operations Research. 2024 ; 58( 2): 1375-1399.[citado 2026 jan. 08 ] Available from: https://doi.org/10.1051/ro/2024039 - Lack of phase transitions in staggered magnetic systems. A comparison of uniqueness criteria
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Informações sobre o DOI: 10.1051/ro/2024039 (Fonte: oaDOI API)
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