Rigorous results for the Stigler-Luckock model for the evolution of an order book (Q1661559)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Rigorous results for the Stigler-Luckock model for the evolution of an order book |
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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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