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Statistical theory of the continuous double auction 

Authors: Eric Smith a;  J Doyne Farmer a;  Laacuteszloacute Gillemot a; Supriya Krishnamurthy a
Affiliation:   a Santa Fe Institute, Santa Fe, NM, USA
DOI: 10.1088/1469-7688/3/6/307
Publication Frequency: 8 issues per year
Published in: journal Quantitative Finance, Volume 3, Issue 6 December 2003 , pages 481 - 514
Formats available: PDF (English)
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