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Publication:2893933
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zbMath1298.91093MaRDI QIDQ2893933

Martin Šmíd

Publication date: 26 June 2012

Full work available at URL: https://eudml.org/doc/247204

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Poisson point processcontinuous double auctionlimit and market order


Mathematics Subject Classification ID

Financial applications of other theories (91G80) Auctions, bargaining, bidding and selling, and other market models (91B26)


Related Items (3)

Estimation of zero-intelligence models by L1 data ⋮ How much market making does a market need? ⋮ Rigorous results for the Stigler-Luckock model for the evolution of an order book




Cites Work

  • A User's Guide to Measure Theoretic Probability
  • An Introduction to the Theory of Point Processes
  • Unnamed Item




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