Pages that link to "Item:Q1873948"
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The following pages link to Limit order market analysis and modelling: on a universal cause for over-diffusive prices (Q1873948):
Displaying 4 items.
- Interacting gaps model, dynamics of order book, and stock-market fluctuations (Q978792) (← links)
- Limit order placement as an utility maximization problem and the origin of power law distribution of limit order prices (Q978838) (← links)
- A mathematical formulation of order cancellation for the agent-based modelling of financial markets (Q2164603) (← links)
- Short-term market reaction after extreme price changes of liquid stocks (Q3437383) (← links)
