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Statistical theory of the continuous double auction 

Authors: Eric Smith ^a;  J Doyne Farmer ^a;  Lszl 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: Quantitative Finance, Volume 3, Issue 6 December 2003 , pages 481 - 514

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

Formats available: PDF (English)

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