Ergodic transition in a simple model of the continuous double auction

PLoS ONE

Volumn 9, Issue 2, 2014, Pages

  Radivojević, Tijana ^a   Anselmi, Jonatha ^a   Scalas, Enrico ^a,b  

^a BCAM BASQUE CENTER FOR APPLIED MATHEMATICS   (Spain)

^b UNIVERSITY OF SUSSEX   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

ARTICLE; CONTINUOUS DOUBLE AUCTION; ECONOMICS; ERGODIC TRANSITION; ERGODICITY; MARKET; PHENOMENOLOGY; PROBABILITY; RANDOMIZATION; STATISTICAL ANALYSIS; STATISTICAL MODEL; BIOLOGICAL MODEL; COMMERCIAL PHENOMENA; COMPUTER SIMULATION; INVESTMENT; MONTE CARLO METHOD; POISSON DISTRIBUTION; THEORETICAL MODEL;

COMMERCE; COMPUTER SIMULATION; INVESTMENTS; MARKOV CHAINS; MODELS, BIOLOGICAL; MODELS, ECONOMIC; MODELS, THEORETICAL; MONTE CARLO METHOD; POISSON DISTRIBUTION; PROBABILITY;

EID: 84895890709     PISSN: None     EISSN: 19326203     Source Type: Journal    
DOI: 10.1371/journal.pone.0088095     Document Type: Article

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