المؤلفون: Newbury, James

المساهمون: Hambly, Ben

مصطلحات موضوعية: 519.2, Mathematics, relative/absolute price grid, invariant measure, global/local order flow imbalance, zero-intelligence model, local time, reflected SPDE, stochastic interface model, elastic Brownian motion, diffusion approximation, mesoscopic/macroscopic system, heavy traffic limit, limit order book

URL الوصول: https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.730078

المؤلفون: Ussher, Leanne J.

المصدر: Eastern Economic Journal, 2008 Oct 01. 34(4), 518-549.

URL الوصول: https://www.jstor.org/stable/20642452

المؤلفون: Gjerstad S, Jason Shachat

المصدر: Europe PubMed Central
Nonlinear Dynamics, Psychology, and Life Sciences, 2021, Vol.25(4), pp.395-406 [Peer Reviewed Journal]

مصطلحات موضوعية: TheoryofComputation_MISCELLANEOUS, jel:C70, jel:C92, jel:D51, jel:D44, Bounded rationality, double auction, exchange economy, experimental economics, market experiment, "zero intelligence" model

وصف الملف: application/pdf

URL الوصول: https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::8a182dc989065bbf6fe7e0175fd58f9d
http://www.krannert.purdue.edu/programs/phd/Working-papers-series/2007/1204.pdf

المؤلفون: Buschi, Daniele, thesis supervisor: Lillo, Fabrizio

مصطلحات الفهرس: limit order book,random walk,zero intelligence model,feedback, PeerReviewed, info:eu-repo/semantics/bachelorThesis

URL: http://amslaurea.unibo.it/21933/
http://amslaurea.unibo.it/21933

المؤلفون: Buschi, Daniele, thesis supervisor: Lillo, Fabrizio

مصطلحات الفهرس: limit order book,random walk,zero intelligence model,feedback, PeerReviewed, info:eu-repo/semantics/bachelorThesis

URL: http://amslaurea.unibo.it/21933/
http://amslaurea.unibo.it/21933