High-frequency simulations of an order book : a two-scale approach
Charles-Albert Lehalle, Olivier Guéant and Julien Razafinimanana
| Year of publication: |
2011
|
|---|---|
| Authors: | Lehalle, Charles-Albert ; Guéant, Olivier ; Razafinimanana, Julien |
| Published in: |
Econophysics of Order-driven Markets : proceedings of Econophys-Kolkata V. - Milano : Springer Italia, ISBN 978-88-470-1765-8. - 2011, p. 73-92
|
| Subject: | Theorie | Theory | Simulation | Wertpapierhandel | Securities trading | Elektronisches Handelssystem | Electronic trading | Marktmikrostruktur | Market microstructure |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009348942