The interacting gaps model: Reconciling theoretical and numerical approaches to limit-order models

Physica A: Statistical Mechanics and its Applications

Volumn 330, Issue 1-2, 2003, Pages 232-239

  Muchnik, Lev ^a   Slanina, Frantisek ^b   Solomon, Sorin ^a  

^a HEBREW UNIVERSITY OF JERUSALEM   (Israel)

^b INSTITUTE OF PHYSICS   (Czech Republic)

Author keywords

Econophysics; Limit order; Pareto; Power law; Zipf

Indexed keywords

BIOCHEMISTRY; INTERPOLATION; PARETO PRINCIPLE; SOCIAL ASPECTS;

ECONOPHYSICS; LIMIT-ORDER MODELS;

ECONOMICS;

EID: 0344118194     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2003.08.029     Document Type: Conference Paper

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