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Rigorous results for the Stigler-Luckock model for the evolution of an order book
SYS 0490719 LBL 01000a^^22220027750^450 005 20240103220155.3 014 $a 85048045652 $2 SCOPUS 014 $a 000434140900006 $2 WOS 017 $a 10.1214/17-AAP1336 $2 DOI 100 $a 20180627d m y slo 03 ba 101 $a eng $d eng 102 $a US 200 1-
$a Rigorous results for the Stigler-Luckock model for the evolution of an order book 215 $a 45 s. $c P 463 -1
$1 001 cav_un_epca*0255426 $1 011 $a 1050-5164 $1 200 1 $a Annals of Applied Probability $v Roč. 28, č. 3 (2018), s. 1491-1535 $1 210 $c Institute of Mathematical Statistics 610 $a Continuous double auction 610 $a order book 610 $a rank-based Markov chain 610 $a self-organized criticality 610 $a Stigler-Luckock model 610 $a market microstructure 700 -1
$3 cav_un_auth*0217893 $i Stochastická informatika $j Department of Stochastic Informatics $k SI $l SI $w Department of Stochastic Informatics $4 070 $9 100 $a Swart $b Jan M. $p UTIA-B $y CZ $T Ústav teorie informace a automatizace AV ČR, v. v. i. 856 $u http://library.utia.cas.cz/separaty/2018/SI/swart-0490719.pdf
Počet záznamů: 1