Rigorous results for the Stigler-Luckock model for the evolution of an order book (Q1661559)
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scientific article; zbMATH DE number 6919731
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| English | Rigorous results for the Stigler-Luckock model for the evolution of an order book |
scientific article; zbMATH DE number 6919731 |
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Rigorous results for the Stigler-Luckock model for the evolution of an order book (English)
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16 August 2018
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continuous double auction
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order book
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rank-based Markov chain
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self-organized criticality
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Stigler-Luckock model
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market microstructure
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0.7882221341133118
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0.7736707329750061
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0.7637960910797119
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0.7632045149803162
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0.7580037117004395
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