Košík

0490719 - ÚTIA 2019 RIV US eng J - Článek v odborném periodiku
Swart, Jan M.
Rigorous results for the Stigler-Luckock model for the evolution of an order book.
Annals of Applied Probability. Roč. 28, č. 3 (2018), s. 1491-1535. ISSN 1050-5164
Grant CEP: GA ČR(CZ) GA16-15238S; GA ČR GAP201/12/2613
Institucionální podpora: RVO:67985556
Klíčová slova: Continuous double auction * order book * rank-based Markov chain * self-organized criticality * Stigler-Luckock model * market microstructure
Obor OECD: Pure mathematics
Impakt faktor: 1.703, rok: 2018
http://library.utia.cas.cz/separaty/2018/SI/swart-0490719.pdf
Trvalý link: http://hdl.handle.net/11104/0285272