@article{lobmodelingusinghawkesprocesseswitha,
  title = {LOB modeling using Hawkes processes with a state-dependent factor},
  author = {Emmanouil Sfendourakis and Ioane Muni Toke},
  year = {2021},
  eprint = {2107.12872},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2107.12872v2},
}