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0496577 - ÚTIA 2019 RIV GB eng J - Článek v odborném periodiku
Peržina, V. - Swart, Jan M.
How much market making does a market need?
Journal of Applied Probability. Roč. 55, č. 3 (2018), s. 667-681. ISSN 0021-9002. E-ISSN 1475-6072
Grant CEP: GA ČR(CZ) GA15-08819S
Institucionální podpora: RVO:67985556
Klíčová slova: continuous double auction * limit order book * Stigler-Luckock model * rank-based Markov chain
Obor OECD: Pure mathematics
Impakt faktor: 0.610, rok: 2018
http://library.utia.cas.cz/separaty/2018/SI/swart-0496577.pdf
Trvalý link: http://hdl.handle.net/11104/0289345
Peržina, V. - Swart, Jan M.
How much market making does a market need?
Journal of Applied Probability. Roč. 55, č. 3 (2018), s. 667-681. ISSN 0021-9002. E-ISSN 1475-6072
Grant CEP: GA ČR(CZ) GA15-08819S
Institucionální podpora: RVO:67985556
Klíčová slova: continuous double auction * limit order book * Stigler-Luckock model * rank-based Markov chain
Obor OECD: Pure mathematics
Impakt faktor: 0.610, rok: 2018
http://library.utia.cas.cz/separaty/2018/SI/swart-0496577.pdf
Trvalý link: http://hdl.handle.net/11104/0289345