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20122018
most citedLimit-order book resiliency after effective market orders: Spread, depth and intensity

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math.NA2018★ 1 cited

ALE-type FEM formulation for PDEs on time-dependent domains with vanishing discrete SCL

Filip Ivancic, Tony W. -H. Sheu, Maxim Solovchuk

The aim of this paper is to introduce a finite element formulation within Arbitrary Lagrangian Eulerian framework with vanishing discrete {\it Space Conservation Law} (SCL) for dif…