@article{eventbasedlimitorderbooksimulationunder, title = {Event-Based Limit Order Book Simulation under a Neural Hawkes Process: Application in Market-Making}, author = {Luca Lalor and Anatoliy Swishchuk}, year = {2025}, eprint = {2502.17417}, archivePrefix = {arXiv}, url = {https://arxiv.org/abs/2502.17417v1}, }