Dörte Kreher Cassandra Milbradt Jump Diffusion Approximation for the Price Dynamics of a Fully State Dependent Limit Order Book Model. 1-51 2023 March 14 SIAM J. Financial Math. 1 https://doi.org/10.1137/20m1380922 db/journals/siamfm/siamfm14.html#KreherM23