Optimal Order Placement under a State-Dependent Hawkes Process Limit Order Book model

arXiv:2610.37324 · q-fin.TR, q-fin.CP, q-fin.MF · Submitted 2026-10-27 · Read on arXiv

q-fin.TR, q-fin.CP, q-fin.MF

Submitted: 2026-10-27

Updated: 2026-10-27

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