Non-constant rates and over-diffusive prices in a simple model of limit order markets

Quantitative Finance

Volumn 3, Issue 3, 2003, Pages 155-162

  Challet, Damien ^a   Stinchcombe, Robin ^a  

^a Theoretical Physics   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0346895487     PISSN: 14697688     EISSN: None     Source Type: Journal    
DOI: 10.1088/1469-7688/3/3/301     Document Type: Article

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