Limit order placement as an utility maximization problem and the origin of power law distribution of limit order prices (Q978838)
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scientific article
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| English | Limit order placement as an utility maximization problem and the origin of power law distribution of limit order prices |
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Limit order placement as an utility maximization problem and the origin of power law distribution of limit order prices (English)
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25 June 2010
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0.8121514320373535
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0.7739580273628235
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0.7648908495903015
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0.7542572617530823
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0.7542446851730347
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