BibTeX record journals/siamfm/HorstX19

download as .bib file

@article{DBLP:journals/siamfm/HorstX19,
  author       = {Ulrich Horst and
                  Wei Xu},
  title        = {A Scaling Limit for Limit Order Books Driven by Hawkes Processes},
  journal      = {{SIAM} J. Financial Math.},
  volume       = {10},
  number       = {2},
  pages        = {350--393},
  year         = {2019},
  url          = {https://doi.org/10.1137/17M1148682},
  doi          = {10.1137/17M1148682},
  timestamp    = {Wed, 24 Jul 2019 16:44:10 +0200},
  biburl       = {https://dblp.org/rec/journals/siamfm/HorstX19.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
a service of  Schloss Dagstuhl - Leibniz Center for Informatics

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.