Pages that link to "Item:Q4647285"
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The following pages link to A steady-state model of the continuous double auction (Q4647285):
Displaying 25 items.
- Order flow and the bid-ask spread: an empirical probability model of screen-based trading (Q1391446) (← links)
- Rigorous results for the Stigler-Luckock model for the evolution of an order book (Q1661559) (← links)
- Scaling limit of a limit order book model via the regenerative characterization of Lévy trees (Q1704954) (← links)
- Simple stochastic order-book model of swarm behavior in continuous double auction (Q1783312) (← links)
- Limiting distribution for a simple model of order book dynamics (Q1935649) (← links)
- A continuous and efficient fundamental price on the discrete order book grid (Q2149276) (← links)
- Order execution probability and order queue in limit order markets (Q2220431) (← links)
- The impact of heterogeneous trading rules on the limit order book and order flows (Q2271649) (← links)
- A one-level limit order book model with memory and variable spread (Q2360238) (← links)
- Continuous time trading of a small investor in a limit order market (Q2444632) (← links)
- A model of a two-stage all-pay auction (Q2452808) (← links)
- Modeling dynamic sealed-offer \(k\)-double auctions using a mixture of distributions (Q2476687) (← links)
- Investor's sentiment in multi-agent model of the continuous double auction (Q2828057) (← links)
- Probabilistic properties of the continuous double auction (Q2893933) (← links)
- New activity pattern in human interactive dynamics (Q3302406) (← links)
- (Q3414573) (← links)
- Estimation of zero-intelligence models by L1 data (Q4554513) (← links)
- How much market making does a market need? (Q4555283) (← links)
- Anomalous waiting times in high-frequency financial data (Q4610281) (← links)
- A Stochastic Partial Differential Equation Model for Limit Order Book Dynamics (Q4958392) (← links)
- Clearing price distributions in call auctions (Q5139246) (← links)
- A Markov Model of a Limit Order Book: Thresholds, Recurrence, and Trading Strategies (Q5219304) (← links)
- A Semi-Markovian Modeling of Limit Order Markets (Q5266360) (← links)
- Jump Diffusion Approximation for the Price Dynamics of a Fully State Dependent Limit Order Book Model (Q5886357) (← links)
- Analysis of Quantized Double Auctions with Application to Competitive Electricity Markets (Q6102706) (← links)