Limit order market analysis and modelling: on a universal cause for over-diffusive prices (Q1873948): Difference between revisions
From MaRDI portal
Removed claims |
Changed an Item |
||
Property / author | |||
Property / author: Damien Challet / rank | |||
Normal rank | |||
Property / author | |||
Property / author: Robin B. Stinchcombe / rank | |||
Normal rank |
Revision as of 11:27, 21 February 2024
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)
0 references
21 May 2003
0 references
exclusion particle model
0 references
short-time over-diffusion
0 references
order placement non-equilibrium
0 references