Pages that link to "Item:Q1873949"
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The following pages link to An analysis of price impact function in order-driven markets (Q1873949):
Displayed 10 items.
- Functional modelling of volatility in the Swedish limit order book (Q961406) (← links)
- Interacting gaps model, dynamics of order book, and stock-market fluctuations (Q978792) (← links)
- Optimal execution in high-frequency trading with Bayesian learning (Q1619842) (← links)
- Investments in random environments (Q1672930) (← links)
- Increase in equilibrium price by fast oscillations (Q1728952) (← links)
- Simple stochastic order-book model of swarm behavior in continuous double auction (Q1783312) (← links)
- A multi agent model for the limit order book dynamics (Q1938091) (← links)
- Optimal execution with price impact under cumulative prospect theory (Q2150064) (← links)
- A one-level limit order book model with memory and variable spread (Q2360238) (← links)
- A model of returns for the post-credit-crunch reality: hybrid Brownian motion with price feedback (Q4683036) (← links)