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A formalization of double auction market dynamics - MaRDI portal

A formalization of double auction market dynamics (Q5397434)

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scientific article; zbMATH DE number 6260385
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English
A formalization of double auction market dynamics
scientific article; zbMATH DE number 6260385

    Statements

    title
    A formalization of double auction market dynamics (English)
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    author
    Edward P. K. Tsang
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    Shaimaa Masry
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    Richard B. Olsen
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    publication date
    20 February 2014
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    zbMATH Keywords
    state changes
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    market models
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    simple calculus
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    liquidity risk
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    Identifiers

    zbMATH DE Number
    6260385
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    OpenAlex ID
    W1998126537
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