Understanding price discovery in interconnected markets: generalized Langevin process approach and simulation (Q2148671)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Understanding price discovery in interconnected markets: generalized Langevin process approach and simulation |
scientific article |
Statements
Understanding price discovery in interconnected markets: generalized Langevin process approach and simulation (English)
0 references
24 June 2022
0 references
market microstructure
0 references
price discovery
0 references
Langevin process
0 references
0 references