Information thermodynamics of financial markets: the Glosten–Milgrom model (Q4992311): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q280470 |
||
| Property / author | |||
| Property / author: Matteo Marsili / rank | |||
Revision as of 11:41, 12 February 2024
scientific article; zbMATH DE number 7356447
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Information thermodynamics of financial markets: the Glosten–Milgrom model |
scientific article; zbMATH DE number 7356447 |
Statements
Information thermodynamics of financial markets: the Glosten–Milgrom model (English)
0 references
8 June 2021
0 references
market microstructure
0 references
market impact
0 references
models of financial markets
0 references
stochastic thermodynamics
0 references
