A simulation analysis of the microstructure of double auction markets
Authors:
Carl Chiarella a;
Giulia Iori b
| Affiliations: | a School of Finance and Economics, University of Technology, Sydney, Broadway, Australia |
| b Department of Mathematics, King's College, Strand, London, UK |
DOI:
10.1088/1469-7688/2/5/303
Publication Frequency:
8 issues per year
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(English)
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