Equilibrium pricing in an order book environment: Case study for a spin model
Meudt, Frederik, Schmitt, Thilo A., Schäfer, Rudi, Guhr, ThomasVolume:
453
Language:
english
Journal:
Physica A: Statistical Mechanics and its Applications
DOI:
10.1016/j.physa.2016.01.073
Date:
July, 2016
File:
PDF, 1.52 MB
english, 2016