Limit order market analysis and modelling: on a universal cause for over-diffusive prices (Q1873948): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Limit order market analysis and modelling: on a universal cause for over-diffusive prices |
scientific article |
Statements
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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