Price formation in an artificial market: Limit order book versus matching of supply and demand

Lecture Notes in Economics and Mathematical Systems

Volumn 550, Issue , 2005, Pages 305-315

  Raberto, Marco ^a   Cincotti, Silvano ^a   Dose, Christian ^a   Focardi, Sergio M ^b   Marchesi, Michele ^c  

^a UNIVERSITY OF GENOA   (Italy)

^b The Intertek Group   (United States)

^c UNIVERSITY OF CAGLIARI   (Italy)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 53349107299     PISSN: 00758442     EISSN: None     Source Type: Book Series    
DOI: 10.1007/3-540-27296-8_20     Document Type: Conference Paper

References (24)

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