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Physical Review E - Statistical, Nonlinear, and Soft Matter Physics

Volumn 64, Issue 5 II, 2001, Pages

Mean-field approximation for a limit order driven market model

Author keywords

[No Author keywords available]

Indexed keywords

APPROXIMATION THEORY; COMPUTER SIMULATION; EIGENVALUES AND EIGENFUNCTIONS; ELECTRONIC DENSITY OF STATES; MATRIX ALGEBRA; PROBABILITY DISTRIBUTIONS; RANDOM PROCESSES; VECTORS;

AUTOCORRELATION FUNCTION; LIMIT ORDER DRIVEN MARKET MODEL; MATRIX MULTIPLICATIVE PROCESS;

STATISTICAL MECHANICS;

EID: 0035510471 PISSN: 15393755 EISSN: None Source Type: Journal
DOI: None Document Type: Article

Times cited : (38)

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