Zero-intelligence Models of Limit-order Markets

Econophysics and Sociophysics: Trends and Perspectives

Volumn , Issue , 2006, Pages 35-63

  Stinchcombe, Robin ^a  

^a UNIVERSITY OF OXFORD   (United Kingdom)

Author keywords

Analytic studies; Data analysis; Dynamics; Econophysics; Independent interval approximation; Random walk analyses; Resulting model; Sociophysics; Zero intelligence models of limit order markets

Indexed keywords

EID: 39349089637     PISSN: None     EISSN: None     Source Type: Book    
DOI: 10.1002/9783527610006.ch2     Document Type: Chapter

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