Order books, markets and convex analysis

DOI10.1080/02331934.2016.1257008zbMath1378.91092OpenAlexW2552778239MaRDI QIDQ5356931

Sjur Didrik Flåm

Publication date: 12 September 2017

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331934.2016.1257008

zbMATH Keywords

convergenceequilibriumtransaction costmarket microstructureorder books

Mathematics Subject Classification ID

Convex programming (90C25) Microeconomic theory (price theory and economic markets) (91B24)

Related Items (2)

Emergence of price-taking behavior ⋮ Generalized gradients, bid–ask spreads, and market equilibrium

This page was built for publication: Order books, markets and convex analysis