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Probabilistic properties of the continuous double auction - uniform case

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    SYSNO0329700
    TitleProbabilistic properties of the continuous double auction - uniform case
    TitlePravděpodobnostní 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 TypeKonferenční 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
    CEZAV0Z10750506 - UTIA-B (2005-2011)
    Languageeng
    CountryCZ
    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 Linkhttp://hdl.handle.net/11104/0175662
     
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