A steady-state model of the continuous double auction

DOI10.1088/1469-7688/3/5/305zbMath1405.91236OpenAlexW1966396540MaRDI QIDQ4647285

Hugh Luckock

Publication date: 14 January 2019

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1088/1469-7688/3/5/305

zbMATH Keywords

continuous double auctionsteady-state modelsupply and demand functionsill-informed traders

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26) Actuarial science and mathematical finance (91G99)

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Cites Work

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