Pages that link to "Item:Q4647285"

The following pages link to A steady-state model of the continuous double auction (Q4647285):

Displaying 17 items.

• Rigorous results for the Stigler-Luckock model for the evolution of an order book (Q1661559) (← links)
• Scaling limit of a limit order book model via the regenerative characterization of Lévy trees (Q1704954) (← links)
• Limiting distribution for a simple model of order book dynamics (Q1935649) (← links)
• Order execution probability and order queue in limit order markets (Q2220431) (← links)
• The impact of heterogeneous trading rules on the limit order book and order flows (Q2271649) (← links)
• A one-level limit order book model with memory and variable spread (Q2360238) (← links)
• Continuous time trading of a small investor in a limit order market (Q2444632) (← links)
• New activity pattern in human interactive dynamics (Q3302406) (← links)
• Estimation of zero-intelligence models by L1 data (Q4554513) (← links)
• How much market making does a market need? (Q4555283) (← links)
• Anomalous waiting times in high-frequency financial data (Q4610281) (← links)
• A Stochastic Partial Differential Equation Model for Limit Order Book Dynamics (Q4958392) (← links)
• Clearing price distributions in call auctions (Q5139246) (← links)
• A Markov Model of a Limit Order Book: Thresholds, Recurrence, and Trading Strategies (Q5219304) (← links)
• A Semi-Markovian Modeling of Limit Order Markets (Q5266360) (← links)
• Jump Diffusion Approximation for the Price Dynamics of a Fully State Dependent Limit Order Book Model (Q5886357) (← links)
• Analysis of Quantized Double Auctions with Application to Competitive Electricity Markets (Q6102706) (← links)