Discriminatory limit order books, uniform price clearing and optimality
Lawrence R. Glosten
| Year of publication: |
2006
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| Authors: | Glosten, Lawrence R. |
| Published in: |
Advances in quantitative analysis of finance and accounting : a research annual. - River Edge, NJ [u.a.] : World Scientific, ISSN 1061-8910, ZDB-ID 10891043. - Vol. 3.2006, p. 3-17
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| Type of publication: | Article |
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| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10009924739