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Statistical theory of the continuous double auction
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scholarly article
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title
Statistical theory of the continuous double auction
(English)
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main subject
statistics
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author
J. Doyne Farmer
series ordinal
2
object named as
J Doyne Farmer
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author name string
Eric Smith
series ordinal
1
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László Gillemot
series ordinal
3
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Supriya Krishnamurthy
series ordinal
4
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publication date
December 2003
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published in
Quantitative Finance
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volume
3
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issue
6
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page(s)
481-514
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maintained by WikiProject
WikiProject Mathematics
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cites work
Market force, ecology and evolution
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reference URL
https://api.crossref.org/works/10.1088%2F1469-7688%2F3%2F6%2F307
retrieved
21 January 2018
Irrational Behavior and Economic Theory
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Crossref
reference URL
https://api.crossref.org/works/10.1088%2F1469-7688%2F3%2F6%2F307
retrieved
21 January 2018
Master curve for price-impact function
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Crossref
reference URL
https://api.crossref.org/works/10.1088%2F1469-7688%2F3%2F6%2F307
retrieved
21 January 2018
Identifiers
DOI
10.1088/1469-7688/3/6/307
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arXiv ID
cond-mat/0210475
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zbMATH Open document ID
1405.91241
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