A simulation analysis of the microstructure of an order...

Quantitative Finance 2005 / 02 Vol. 5; Iss. 1

A simulation analysis of the microstructure of an order driven financial market with multiple securities and portfolio choices

Consiglio *, Andrea, Lacagnina, Valerio, Russino, Annalisa
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Volume:
5
Language:
english
Journal:
Quantitative Finance
DOI:
10.1080/14697680500041437
Date:
February, 2005
File:
PDF, 1.31 MB
english, 2005
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