An analysis of price impact function in order-driven markets (Q1873949)
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scientific article; zbMATH DE number 1914394
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An analysis of price impact function in order-driven markets |
scientific article; zbMATH DE number 1914394 |
Statements
An analysis of price impact function in order-driven markets (English)
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21 May 2003
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microscopic double-auction market model
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random order placement
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central order matching mechanism
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