Before revision: By means of a novel version of the Continuous-Time Random Walk (CTRW) model with memory , we describe, for instance, the stochastic process of a single share price on a double-auction market within the high frequency time scale.
After revision: A novel version of the Continuous-Time Random Walk (CTRW) model with memory , we describe, for instance, the stochastic process of a single share price on a double-auction market within the high frequency time scale.