A simple microstructure model of double auction markets
| Year of publication: |
2002-07-01
|
|---|---|
| Authors: | Iori, Giulia ; Chiarella, Carl |
| Institutions: | Society for Computational Economics - SCE |
| Subject: | market microstructure | limit order trading |
| Series: | |
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| Type of publication: | Book / Working Paper |
| Notes: | The text is part of a series Computing in Economics and Finance 2002 Number 44 |
| Classification: | C6 - Mathematical Methods and Programming ; D4 - Market Structure and Pricing ; G1 - General Financial Markets |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10005345475