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A steady-state model of the continuous double auction 

Author: Hugh Luckock ^a

Affiliation:

a School of Mathematics and Statistics, University of Sydney, Sydney, Australia

DOI: 10.1088/1469-7688/3/5/305

Publication Frequency: 8 issues per year

Published in: Quantitative Finance, Volume 3, Issue 5 October 2003 , pages 385 - 404

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

Formats available: PDF (English)

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