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Ban Zheng
Publication Activity (10 Years)
Years Active: 2014-2014
Publications (10 Years): 0
Top Topics
Process Model
Network Revenue Management
Markov Chain
Top Venues
SIAM J. Financial Math.
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Publications
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Ban Zheng
,
François Roueff
,
Frédéric Abergel
Modelling Bid and Ask Prices Using Constrained Hawkes Processes: Ergodicity and Scaling Limit.
SIAM J. Financial Math.
5 (1) (2014)