Information thermodynamics of financial markets: the Glosten–Milgrom model (Q4992311)
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scientific article; zbMATH DE number 7356447
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Information thermodynamics of financial markets: the Glosten–Milgrom model |
scientific article; zbMATH DE number 7356447 |
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Information thermodynamics of financial markets: the Glosten–Milgrom model (English)
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8 June 2021
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market microstructure
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market impact
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models of financial markets
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stochastic thermodynamics
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