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How much market making does a market need? - MaRDI portal

How much market making does a market need? (Q4555283)

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scientific article; zbMATH DE number 6981477
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English
How much market making does a market need?
scientific article; zbMATH DE number 6981477

    Statements

    title
    How much market making does a market need? (English)
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    author
    Vít Peržina
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    Jan M. Swart
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    publication date
    19 November 2018
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    zbMATH Keywords
    continuous double auction
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    limit order book
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    Stigler-Luckock model
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    rank-based Markov chain
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    Identifiers

    Mathematics Subject Classification ID
    82C27
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    60K35
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    82C26
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    60K25
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    60J10
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    91B26
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    zbMATH DE Number
    6981477
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    OpenAlex ID
    W2895924426
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    arXiv ID
    1612.00981
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    Wikidata QID
    Q128938313
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    DOI
    10.1017/JPR.2018.44
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