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Convergence of Markovian price processes in a financial market transaction model
Xu, Xiaojing; Ma, Jingpeng; Xie, Xiaoping - In: Operational research : an international journal 17 (2017) 1, pp. 239-273
Persistent link: https://www.econbiz.de/10011736336
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Price convergence under a probabilistic double auction
Xu, Xiaojing; Ma, Jinpeng; Xie, Xiaoping - In: Computational economics 54 (2019) 3, pp. 1113-1155
Persistent link: https://www.econbiz.de/10012134511