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Probabilistic properties of the continuous double auction
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SYSNO 0372702 Title Probabilistic 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 Type Článek 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 CEZ AV0Z10750506 - UTIA-B (2005-2011) Language eng Country CZ Keywords continuous double auction * limit order market * distribution URL http://library.utia.cas.cz/separaty/2012/E/smid-0372702.pdf Permanent Link http://hdl.handle.net/11104/0205955 File Download Size Commentary Version Access 0372702.pdf 1 444.8 KB Publisher’s postprint open-access
Number of the records: 1