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Cassandra Milbradt
Publication Activity (10 Years)
Years Active: 2023-2023
Publications (10 Years): 1
Top Topics
Probabilistic Model
State Dependent
Queueing Networks
Maximum Entropy
Top Venues
SIAM J. Financial Math.
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Publications
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Dörte Kreher
,
Cassandra Milbradt
Jump Diffusion Approximation for the Price Dynamics of a Fully State Dependent Limit Order Book Model.
SIAM J. Financial Math.
14 (1) (2023)