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~isPartOf:"Econophysics of Order-driven Markets : proceedings of Econophys-Kolkata V"
~language:"eng"
~subject:"Elektronisches Handelssystem"
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Elektronisches Handelssystem
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Econophysics of Order-driven Markets : proceedings of Econophys-Kolkata V
Journal of international financial markets, institutions & money
10
Journal of financial markets
8
Market microstructure and liquidity
8
Research in international business and finance
7
International review of financial analysis
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Journal of banking & finance
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Quantitative finance
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European financial management : the journal of the European Financial Management Association
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The Oxford handbook of computational economics and finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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High-frequency simulations of an order book : a two-scale approach
Lehalle, Charles-Albert
;
Guéant, Olivier
; …
- In:
Econophysics of Order-driven Markets : proceedings of …
,
(pp. 73-92)
.
2011
Persistent link: https://www.econbiz.de/10009348942
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Multi-agent order book simulation : mono- and multi-asset high-frequency market making strategies
Foata, Laurent
;
Vidhamali, Michael
;
Abergel, Frédéric
- In:
Econophysics of Order-driven Markets : proceedings of …
,
(pp. 139-152)
.
2011
Persistent link: https://www.econbiz.de/10009349718
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