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  • Search: subject:"stochastic sequential game"
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Year of publication
Subject
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Bid-ask Spread 1 Ergodic Equilibrium 1 Limit Order Book 1 Market Depths 1 Market Microstructure 1 Stochastic Sequential Game 1 bid-ask spread 1 ergodic equilibrium 1 limit order book 1 market depths 1 market microstructure 1 stochastic sequential game 1
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Online availability
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Free 2
Type of publication
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Book / Working Paper 2
Language
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English 1 Undetermined 1
Author
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Large, Jeremy 2
Institution
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Department of Economics, Oxford University 1 Economics Group, Nuffield College, University of Oxford 1
Published in...
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Economics Papers / Economics Group, Nuffield College, University of Oxford 1 Economics Series Working Papers / Department of Economics, Oxford University 1
Source
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RePEc 2
Showing 1 - 2 of 2
Cover Image
A Market-Clearing Role for Inefficiency on a Limit Order Book
Large, Jeremy - Department of Economics, Oxford University - 2006
Using a stochastic sequential game in ergodic equilibrium, this paper models limit order book trading dynamics. It …
Persistent link: https://www.econbiz.de/10010605201
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Cover Image
A Market-Clearing Role for Inefficiency on a Limit Order Book
Large, Jeremy - Economics Group, Nuffield College, University of Oxford - 2006
Using a stochastic sequential game in ergodic equilibrium, this paper models limit order book trading dynamics. It …
Persistent link: https://www.econbiz.de/10005549190
Saved in:
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