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Li, Yi
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Mathematical Finance
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Liquidity Modeling Using Order Book Data
Keyword:
Mathematical Finance
,
Limit Order Book
, and
Liquidity
Creator:
Li, Yi
Advisor:
Blais, Marcel Y.
Publisher:
Worcester Polytechnic Institute
Date Created:
2009-08-31
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
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Masters Reports
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Year
2009
1
Creator
Li, Yi
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1
Advisor
Blais, Marcel Y.
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Blais, Marcel Y.
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Unit (Department)
Mathematical Sciences
1
Publisher
Worcester Polytechnic Institute
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Report
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