Exact solution to a generalised Lillo-Mike-Farmer model with heterogeneous order-splitting strategies (Q6564693)
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scientific article; zbMATH DE number 7873808
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exact solution to a generalised Lillo-Mike-Farmer model with heterogeneous order-splitting strategies |
scientific article; zbMATH DE number 7873808 |
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Exact solution to a generalised Lillo-Mike-Farmer model with heterogeneous order-splitting strategies (English)
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1 July 2024
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econophysics
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market microstructure
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order-splitting behaviour
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Lillo-Mike-Farmer model
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heterogeneous agents
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