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A model for analyzing limit order trading in index futures markets - MaRDI portal

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A model for analyzing limit order trading in index futures markets (Q1283722)

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scientific article; zbMATH DE number 1271000
Language Label Description Also known as
English
A model for analyzing limit order trading in index futures markets
scientific article; zbMATH DE number 1271000

    Statements

    title
    A model for analyzing limit order trading in index futures markets (English)
    0 references
    author
    Günter Bamberg
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    Gregor Dorfleitner
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    published in
    OR Spektrum
    0 references
    publication date
    30 June 1999
    0 references
    zbMATH Keywords
    index futures
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    limit order trading
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    absorbed Brownian motion
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    Identifiers

    zbMATH DE Number
    1271000
    0 references
    OpenAlex ID
    W1974060386
    0 references
    DOI
    10.1007/S002910050088
    0 references
     
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