The interacting gaps model: reconciling theoretical and...

Physica A: Statistical Mechanics and its Applications 2003 Vol. 330; Iss. 1-2

The interacting gaps model: reconciling theoretical and numerical approaches to limit-order models

Lev Muchnik, Frantisek Slanina, Sorin Solomon
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Volume:
330
Year:
2003
Language:
english
Pages:
8
DOI:
10.1016/j.physa.2003.08.029
File:
PDF, 230 KB
english, 2003
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