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20172023
most citedEffective metrics and a fully covariant description of constitutive tensors in electrodynamics

26 citations · 28 across the 4 of their papers we have counts for

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q-fin.MF2018

Limit order books, diffusion approximations and reflected SPDEs: from microscopic to macroscopic models

Ben Hambly, Jasdeep Kalsi, James Newbury

Motivated by a zero-intelligence approach, the aim of this paper is to connect the microscopic (discrete price and volume), mesoscopic (discrete price and continuous volume) and ma…