A continuous and efficient fundamental price on the discrete order book grid (Q2149276)
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scientific article; zbMATH DE number 7549802
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| default for all languages | No label defined |
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| English | A continuous and efficient fundamental price on the discrete order book grid |
scientific article; zbMATH DE number 7549802 |
Statements
A continuous and efficient fundamental price on the discrete order book grid (English)
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28 June 2022
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price formation
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liquidity provision
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tick size
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market microstructure
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0.7439992427825928
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0.7433782815933228
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0.7385382056236267
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0.7365056276321411
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0.7308475971221924
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