"market making" in an order book model and its impact on the spread

New Economic Windows

Volumn 9, Issue , 2011, Pages 49-64

  Toke, Ioane Muni ^a  

^a ECOLE CENTRALE PARIS   (France)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 84874560663     PISSN: 2039411X     EISSN: 20394128     Source Type: Book Series    
DOI: 10.1007/978-88-470-1766-5_4     Document Type: Article

References (21)

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