D\"orte Kreher

Identifiers

• name variant D\"orte Kreher 0.60 · backfill

Papers (5)

1. Second order approximations for limit order books q-fin.MF · 2017 · author #2
2. A diffusion approximation for limit order book models math.PR · 2016 · author #2
3. A weak law of large numbers for a limit order book model with fully state dependent order dynamics q-fin.MF · 2015 · author #2
4. Change of measure up to a random time: Details math.PR · 2013 · author #1
5. Strict local martingales and bubbles math.PR · 2011 · author #2

Mentions

• 1309.6141 #1 · backfill · confidence 0.70 D\"orte Kreher
• 1108.4177 #2 · backfill · confidence 0.70 D\"orte Kreher

Frequent Coauthors

• Ulrich Horst 3 shared papers
• Ashkan Nikeghbali 1 shared papers
• Constantinos Kardaras 1 shared papers