Limit order market analysis and modelling: on a universal cause for over-diffusive prices (Q1873948): Difference between revisions
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Property / author: Damien Challet / rank | |||
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Property / author: Robin B. Stinchcombe / rank | |||
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Property / MaRDI profile type: MaRDI publication profile / rank | |||
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Property / arXiv ID: cond-mat/0211082 / rank | |||
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Property / cites work: Introduction to Econophysics / rank | |||
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Property / cites work: Analyzing and modeling 1+1d markets / rank | |||
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Property / cites work: Exact Hurst exponent and crossover behavior in a limit order market model / rank | |||
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Property / cites work: Exact solution of a 1D asymmetric exclusion model using a matrix formulation / rank | |||
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Revision as of 16:42, 5 June 2024
scientific article
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English | Limit order market analysis and modelling: on a universal cause for over-diffusive prices |
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Limit order market analysis and modelling: on a universal cause for over-diffusive prices (English)
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21 May 2003
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exclusion particle model
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short-time over-diffusion
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order placement non-equilibrium
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