Non-constant rates and over-diffusive prices in a simple model of limit order markets
Authors:
Damien Challet a;
Robin Stinchcombe a
| Affiliation: | a Theoretical Physics, Oxford, UK |
DOI:
10.1088/1469-7688/3/3/301
Publication Frequency:
8 issues per year
Formats available:
PDF
(English)
Cited By
This article is cited by 1 other article. You must have access to this article in order to view its citations.

Download Citation
