Lindblad Dynamics for Limit Order Execution: Modeling Liquidity Vanishing as an Open System Process

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Authors: Mirajkar
Cited by: 0

Fields of Study & Subjects

Complex Systems and Time Series Analysis Stochastic processes and financial applications stochastic dynamics and bifurcation

Publication details

Journal / source
Zenodo (CERN European Organization for Nuclear Research)
Publication date
1 January 2026