Limit order placement as an utility maximization problem and the origin of power law distribution of limit order prices (Q978838): Difference between revisions
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Property / cites work: High-frequency trading in a limit order book / rank | |||
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Property / cites work: More statistical properties of order books and price impact / rank | |||
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Property / cites work: Limit order market analysis and modelling: on a universal cause for over-diffusive prices / rank | |||
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Property / cites work: Q4343010 / rank | |||
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Property / cites work: Volatility in financial markets: Stochastic models and empirical results / rank | |||
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Property / cites work: Institutional Investors and Stock Market Volatility / rank | |||
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Latest revision as of 23:27, 2 July 2024
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English | Limit order placement as an utility maximization problem and the origin of power law distribution of limit order prices |
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Limit order placement as an utility maximization problem and the origin of power law distribution of limit order prices (English)
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25 June 2010
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