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Clearing price distributions in call auctions - MaRDI portal

Clearing price distributions in call auctions (Q5139246)

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scientific article; zbMATH DE number 7282789
Language Label Description Also known as
English
Clearing price distributions in call auctions
scientific article; zbMATH DE number 7282789

    Statements

    title
    Clearing price distributions in call auctions (English)
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    author
    M. Derksen
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    B. J. K. Kleijn
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    Robin de Vilder
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    publication date
    7 December 2020
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    zbMATH Keywords
    call auction
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    clearing price
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    stochastic model
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    price formation
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    price impact
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    closing price prediction
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    Identifiers

    zbMATH DE Number
    7282789
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    OpenAlex ID
    W3018831879
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    arXiv ID
    1904.07583
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