The interacting gaps model: reconciling theoretical and numerical approaches to limit-order models (Q1412914)
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scientific article; zbMATH DE number 2010966
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The interacting gaps model: reconciling theoretical and numerical approaches to limit-order models |
scientific article; zbMATH DE number 2010966 |
Statements
The interacting gaps model: reconciling theoretical and numerical approaches to limit-order models (English)
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30 November 2003
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return distribution
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limit-order driven markets
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power-law tails
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0.83626276
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0.82037747
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0.8184533
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0.8151342
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0.81330013
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