Response of double-auction markets to instantaneous selling-buying signals with stochastic Bid-Ask spread
Year of publication: |
2011
|
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Authors: | Ibuki, Takero ; Inoue, Jun-ichi |
Published in: |
Journal of economic interaction and coordination : JEIC. - Berlin : Springer, ISSN 1860-711X, ZDB-ID 2239073-X. - Vol. 6.2011, 2, p. 93-120
|
Subject: | Auktion | Auction | Geld-Brief-Spanne | Bid-ask spread | Stochastischer Prozess | Stochastic process | Agentenbasierte Modellierung | Agent-based modeling | Ökonophysik | Econophysics | Theorie | Theory | Welt | World | 2009 |
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