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Probabilistic properties of the continuous double auction

  1. 1.
    SYSNO0372702
    TitleProbabilistic properties of the continuous double auction
    Author(s) Šmíd, Martin (UTIA-B) [E] RID, ORCID
    Source Title Kybernetika. Roč. 48, č. 1 (2012), s. 50-82. - : Ústav teorie informace a automatizace AV ČR, v. v. i.
    Document TypeČlánek v odborném periodiku
    Grant GAP402/10/1610 GA ČR - Czech Science Foundation (CSF)
    GAP402/10/0956 GA ČR - Czech Science Foundation (CSF)
    GA402/06/1417 GA ČR - Czech Science Foundation (CSF), CZ - Czech Republic
    CEZAV0Z10750506 - UTIA-B (2005-2011)
    Languageeng
    CountryCZ
    Keywords continuous double auction * limit order market * distribution
    URL http://library.utia.cas.cz/separaty/2012/E/smid-0372702.pdf
    Permanent Linkhttp://hdl.handle.net/11104/0205955
    FileDownloadSizeCommentaryVersionAccess
    0372702.pdf1444.8 KBPublisher’s postprintopen-access
     
Number of the records: 1  

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