Simple model of a limit order-driven market

Physica A: Statistical Mechanics and its Applications

Volumn 278, Issue 3, 2000, Pages 571-578

  Maslov, Sergei ^a  

^a BROOKHAVEN NATIONAL LABORATORY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

CORRELATION METHODS; INDUSTRIAL ECONOMICS; MARKETING; MATHEMATICAL MODELS; PROBABILITY DISTRIBUTIONS; RANDOM PROCESSES;

LIMIT ORDER DRIVEN MARKET;

STATISTICAL MECHANICS;

EID: 0033880410     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4371(00)00067-4     Document Type: Article

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