Mathematical Research Data Initiative
Main page
Recent changes
Random page
Help about MediaWiki
Create a new Item
Create a new Property
Create a new EntitySchema
Merge two items
In other projects
Discussion
View source
View history
Purge
English
Log in

Functional Limit Theorems for a Simple Auction

From MaRDI portal
Publication:5704148
Jump to:navigation, search

DOI10.1287/moor.28.4.716.20519zbMath1082.91044OpenAlexW1964732230MaRDI QIDQ5704148

Łukasz Kruk

Publication date: 11 November 2005

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/moor.28.4.716.20519


zbMATH Keywords

weak convergenceinvariance principlefluid limitAuction


Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26) Functional limit theorems; invariance principles (60F17)


Related Items (8)

A one-level limit order book model with memory and variable spread ⋮ ON BOUNCING GEOMETRIC BROWNIAN MOTIONS ⋮ Limits of Limit-Order Books ⋮ Limiting distribution for a simple model of order book dynamics ⋮ QUEUING, SOCIAL INTERACTIONS, AND THE MICROSTRUCTURE OF FINANCIAL MARKETS ⋮ Limit Order Books, Diffusion Approximations and Reflected SPDEs: From Microscopic to Macroscopic Models ⋮ HYDRODYNAMIC LIMIT OF ORDER-BOOK DYNAMICS ⋮ Inventory Accumulation with $k$ Products






This page was built for publication: Functional Limit Theorems for a Simple Auction

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:5704148&oldid=30431967"
Tools
What links here
Related changes
Special pages
Printable version
Permanent link
Page information
MaRDI portal item
This page was last edited on 7 March 2024, at 04:41.
Privacy policy
About MaRDI portal
Disclaimers
Imprint
Powered by MediaWiki