Limit order market analysis and modelling: on a universal cause for over-diffusive prices (Q1873948): Difference between revisions
From MaRDI portal
Set profile property. |
Changed an Item |
||
Property / arXiv ID | |||
Property / arXiv ID: cond-mat/0211082 / rank | |||
Normal rank |
Revision as of 23:32, 18 April 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