0134515 - FZU-D 20030415 RIV NL eng J - Journal Article
Muchnik, L. - Slanina, František - Solomon, S.
The interacting gaps model: reconciling theoretical and numerical approaches to limit-order models.
Physica. A : Statistical Mechanics and its Applications. Roč. 330, - (2003), s. 232-239. ISSN 0378-4371. E-ISSN 1873-2119
R&D Projects: GA ČR GA202/01/1091
Institutional research plan: CEZ:AV0Z1010914
Keywords : stochastic processes * econophysics
Subject RIV: BE - Theoretical Physics
Impact factor: 1.180, year: 2003

A model for market price fluctuations is investigated. order book dynamics gives power law inagreement with empirical data.
Permanent Link: http://hdl.handle.net/11104/0032415