Statistical theory of the continuous double auction
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Publication:4647293
DOI10.1088/1469-7688/3/6/307zbMath1405.91241arXivcond-mat/0210475OpenAlexW2120859246WikidataQ56689097 ScholiaQ56689097MaRDI QIDQ4647293
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Publication date: 14 January 2019
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/cond-mat/0210475
Applications of statistics to actuarial sciences and financial mathematics (62P05) Auctions, bargaining, bidding and selling, and other market models (91B26) Portfolio theory (91G10)
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