Title	Constrained Hawkes processes for modeling limit order books
Creator	Roueff, Francois
Publisher	Banff International Research Station for Mathematical Innovation and Discovery
Date Issued	2014-04-29
Extent	32 minutes
Subject	Mathematics; Statistics; Probability theory and stochastic processes
Type	Moving Image
File Format	video/mp4
Language	eng
Notes	Author affiliation: TELECOM ParisTech (France)
Series	BIRS Workshop Lecture Videos (Banff, Alta)
Date Available	2014-12-01
Provider	Vancouver : University of British Columbia Library
Rights	Attribution-NonCommercial-NoDerivs 2.5 Canada
DOI	10.14288/1.0044295
URI	http://hdl.handle.net/2429/51239
Affiliation	Non UBC
Peer Review Status	Unreviewed
Scholarly Level	Faculty
Rights URI	http://creativecommons.org/licenses/by-nc-nd/2.5/ca/
Aggregated Source Repository	DSpace

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