Diffusive behavior and the modeling of characteristic times...

Diffusive behavior and the modeling of characteristic times in limit order executions

Eisler, Zoltán, Kertész, János, Lillo, Fabrizio, Mantegna, Rosario N.
How much do you like this book?
What’s the quality of the file?
Download the book for quality assessment
What’s the quality of the downloaded files?
Volume:
9
Language:
english
Journal:
Quantitative Finance
DOI:
10.1080/14697680802512408
Date:
August, 2009
File:
PDF, 918 KB
english, 2009
Conversion to is in progress
Conversion to is failed