Statistical theory of the continuous double auction

Quantitative Finance

Volumn 3, Issue 6, 2003, Pages 481-514

  Smith, Eric ^a   Farmer, J Doyne ^a   Gillemot, László ^a   Krishnamurthy, Supriya ^a  

^a SANTA FE INSTITUTE   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0348222509     PISSN: 14697688     EISSN: None     Source Type: Journal    
DOI: 10.1088/1469-7688/3/6/307     Document Type: Article

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