Stochastic simulation framework for the limit order book using liquidity-motivated agents
Efstathios Panayi; Gareth W. Peters
| Year of publication: |
2015
|
|---|---|
| Authors: | Panayi, Efstathios ; Peters, Gareth W. |
| Published in: |
International journal of financial engineering. - New Jersey : World Scientific, ISSN 2424-7863, ZDB-ID 2832504-7. - Vol. 2.2015, 2, p. 1-52
|
| Subject: | Limit order book | simulation model | copula dependence | exchange regulation | Simulation | Wertpapierhandel | Securities trading | Theorie | Theory | Marktmikrostruktur | Market microstructure | Multivariate Verteilung | Multivariate distribution | Stochastischer Prozess | Stochastic process |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011333470