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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

Published in: Quantitative Finance, Volume 2, Issue 5 October 2002 , pages 346 - 353

Subjects: Applied Mathematics; Business Mathematics; Finance & Accounting; Financial Mathematics;

Formats available: PDF (English)

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