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The Random Language Model, proposed as a simple model of human languages, is defined by the averaged model of a probabilistic context-free grammar. This grammar expresses the process of sentence generation as a tree graph with nodes having…

Disordered Systems and Neural Networks · Physics 2022-07-07 Kai Nakaishi , Koji Hukushima

Pricing financial or real options with arbitrary payoffs in regime-switching models is an important problem in finance. Mathematically, it is to solve, under certain standard assumptions, a general form of optimal stopping problems in…

Mathematical Finance · Quantitative Finance 2018-09-11 Masahiko Egami , Rusudan Kevkhishvili

We propose a class of models exhibiting instanton crystal phase. In this phase, the minimum of the free energy corresponds to a configuration with an imaginary-time-dependent order parameter in a form of a chain of alternating instantons…

Strongly Correlated Electrons · Physics 2021-02-17 Grigory A. Starkov , Konstantin B. Efetov

When modelling stock market dynamics, the price formation is often based on an equilbrium mechanism. In real stock exchanges, however, the price formation is goverend by the order book. It is thus interesting to check if the resulting…

Computational Finance · Quantitative Finance 2016-04-20 Frederik Meudt , Thilo A. Schmitt , Rudi Schäfer , Thomas Guhr

In this paper we introduce a new approach to model-free path-dependent option pricing. We first introduce a general duality result for linear optimisation problems over signed measures introduced in [3] and show how the the problem of…

Pricing of Securities · Quantitative Finance 2015-01-16 Raphael Hauser , Sergey Shahverdyan

I develop a continuous-time model in which an incumbent batch-service provider faces stochastic passenger arrivals and must decide when to dispatch under the threat of customer defection to a faster entrant. The incumbent's problem is…

Theoretical Economics · Economics 2025-05-28 Md Mahadi Hasan

We consider a sequential decision-making setting where, at every round $t$, a market maker posts a bid price $B_t$ and an ask price $A_t$ to an incoming trader (the taker) with a private valuation for one unit of some asset. If the trader's…

Computer Science and Game Theory · Computer Science 2025-06-18 Nicolò Cesa-Bianchi , Tommaso Cesari , Roberto Colomboni , Luigi Foscari , Vinayak Pathak

We establish a phase transition for permutation classes (downsets of permutations under the permutation containment order): there is an algebraic number $\kappa$, approximately 2.20557, for which there are only countably many permutation…

Combinatorics · Mathematics 2016-04-07 Vincent Vatter

In this paper we study the conditional limit theorems for critical continuous-state branching processes with branching mechanism $\psi(\lambda)=\lambda^{1+\alpha}L(1/\lambda)$ where $\alpha\in [0,1]$ and $L$ is slowly varying at $\infty$.…

Probability · Mathematics 2015-06-17 Yan-Xia Ren , Ting Yang , Guo-Huan Zhao

We consider a discrete-time, linear state equation with delay which arises as a model for a trader's account value when buying and selling a risky asset in a financial market. The state equation includes a nonnegative feedback gain $\alpha$…

Optimization and Control · Mathematics 2020-07-23 Chung-Han Hsieh , B. Ross Barmish , John A. Gubner

A consumer who wants to consume a good in a particular period may nevertheless attempt to buy it earlier if he is concerned that in delaying he would find the good already sold. This paper considers a model in which the good may be offered…

General Economics · Economics 2023-04-05 Amihai Glazer , Refael Hassin , Irit Nowik

We briefly review data analysis of the Island order book, part of NASDAQ, which suggests a framework to which all limit order markets should comply. Using a simple exclusion particle model, we argue that short-time price over-diffusion in…

Statistical Mechanics · Physics 2009-11-07 Damien Challet , Robin Stinchcombe

We use a recent, high-quality data set from Nasdaq to perform an empirical analysis of order flow in a limit order book (LOB) before and after the arrival of a market order. For each of the stocks that we study, we identify a sequence of…

Trading and Market Microstructure · Quantitative Finance 2016-06-27 Julius Bonart , Martin Gould

The presented study elaborates a multi-server priority queueing model considering the pre-emptive repeat policy and phase-type distribution (PH) for retrial process. The incoming heterogeneous calls are categorized as handoff calls and new…

Optimization and Control · Mathematics 2021-08-03 Raina Raj , Vidyottama Jain

In a classical optimal stopping problem in continuous time, the agent can choose any stopping time without constraint. Dupuis and Wang (Optimal stopping with random intervention times, Advances in Applied Probability, 34, 141--157, 2002)…

Probability · Mathematics 2019-01-23 David Hobson , Matthew Zeng

We present a simple dynamic equilibrium model for an online exchange where both buyers and sellers arrive according to a exogenously defined stochastic process. The structure of this exchange is motivated by the limit order book mechanism…

Computer Science and Game Theory · Computer Science 2008-12-02 Garud Iyengar , Anuj Kumar

This paper deals with a stochastic order-driven market model with waiting costs, for order books with heterogenous traders. Offer and demand of liquidity drives price formation and traders anticipate future evolutions of the order book. The…

Trading and Market Microstructure · Quantitative Finance 2015-08-11 Aimé Lachapelle , Jean-Michel Lasry , Charles-Albert Lehalle , Pierre-Louis Lions

This paper studies the effect of an overdispersed arrival process on the performance of an infinite-server system. In our setup, a random environment is modeled by drawing an arrival rate $\Lambda$ from a given distribution every $\Delta$…

Probability · Mathematics 2016-02-02 Mariska Heemskerk , Johan van Leeuwaarden , Michel Mandjes

We study statistical aspects of state-dependent Hawkes processes, which are an extension of Hawkes processes where a self- and cross-exciting counting process and a state process are fully coupled, interacting with each other. The…

Statistical Finance · Quantitative Finance 2021-09-17 Maxime Morariu-Patrichi , Mikko S. Pakkanen

In this work, we present a continuous-time large-population game for modeling market microstructure betweentwo consecutive trades. The proposed modeling framework is inspired by our previous work [23]. In this framework, the Limit Order…

Trading and Market Microstructure · Quantitative Finance 2017-06-21 Roman Gayduk , Sergey Nadtochiy