Rigorous results for the Stigler-Luckock model for the evolution of an order book (Q1661559)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Rigorous results for the Stigler-Luckock model for the evolution of an order book |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Rigorous results for the Stigler-Luckock model for the evolution of an order book |
scientific article |
Statements
Rigorous results for the Stigler-Luckock model for the evolution of an order book (English)
0 references
16 August 2018
0 references
continuous double auction
0 references
order book
0 references
rank-based Markov chain
0 references
self-organized criticality
0 references
Stigler-Luckock model
0 references
market microstructure
0 references
0 references
0 references
0 references
0.7882221341133118
0 references
0.7736707329750061
0 references
0.7637960910797119
0 references
0.7632045149803162
0 references
0.7580037117004395
0 references
