Ban Zheng

According to our database, Ban Zheng authored at least 1 paper in 2014.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of six.

2014

Modelling Bid and Ask Prices Using Constrained Hawkes Processes: Ergodicity and Scaling Limit.

Ban Zheng, François Roueff, Frédéric Abergel

SIAM J. Financial Math., 2014