The interacting gaps model: reconciling theoretical and numerical approaches to limit-order models (Q1412914): Difference between revisions
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Latest revision as of 11:59, 6 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The interacting gaps model: reconciling theoretical and numerical approaches to limit-order models |
scientific article |
Statements
The interacting gaps model: reconciling theoretical and numerical approaches to limit-order models (English)
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30 November 2003
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return distribution
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limit-order driven markets
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power-law tails
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