Natixis, Equity Markets, Paris, France; Departement TSI, Télécom ParisTech, Paris, France; BNP Paribas Chair of Quantitative Finance, Ecole Centrale Paris, MAS Laboratory, Chatenay-Malabry, France
Departement TSI, Télécom ParisTech, Paris, France
BNP Paribas Chair of Quantitative Finance, Ecole Centrale Paris, MAS Laboratory, Chatenay-Malabry, France
Copyright © 2013 Ban Zheng, Eric Moulines, Frédéric Abergel et al. This is
an open access article distributed under the Creative Commons Attribution
License, which permits unrestricted use, distribution, and reproduction in any
medium, provided the original work is properly cited.
How to Cite this Article
B. Zheng, E. Moulines and F. Abergel, "Price Jump Prediction in a Limit Order Book,"
Journal of Mathematical Finance, Vol. 3 No. 2, 2013, pp. 242-255. doi:
10.4236/jmf.2013.32024.