A steady-state model of the continuous double auction

Quantitative Finance

Volumn 3, Issue 5, 2003, Pages 385-404

  Luckock, Hugh ^a  

^a UNIVERSITY OF SYDNEY   (Australia)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0347578230     PISSN: 14697688     EISSN: None     Source Type: Journal    
DOI: 10.1088/1469-7688/3/5/305     Document Type: Article

References (24)

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