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Probabilistic properties of the continuous double auction - uniform case
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SYSNO 0329700 Title Probabilistic properties of the continuous double auction - uniform case Title Pravděpodobnostní vlastnosti spojité dvojité aukce - rovnoměrný případ Author(s) Šmíd, Martin (UTIA-B) RID, ORCID Source Title Proceedings of 27th International Conference Mathematical Methods in Economics 2009. S. 317-322. - Prague : Czech University of Life Sciences Prague, 2009 / Brožová Helena Conference 27th International Conference Mathematical Methods in Economics 2009, Kostelec nad Černými lesy, 09.09.2009-11.09.2009 Document Type Konferenční příspěvek (zahraniční konf.) Grant GA402/07/1113 GA ČR - Czech Science Foundation (CSF) GA402/09/0965 GA ČR - Czech Science Foundation (CSF) LC06075 GA MŠMT - Ministry of Education, Youth and Sports (MEYS), CZ - Czech Republic CEZ AV0Z10750506 - UTIA-B (2005-2011) Language eng Country CZ Keywords continuous double auction * limit order market * statistical inference URL http://library.utia.cas.cz/separaty/2009/E/smid-probabilistic properties of the continuous double auction - uniform case.pdf Permanent Link http://hdl.handle.net/11104/0175662
Number of the records: 1