A formalization of double auction market dynamics

被引：2
|
作者：
Tsang, Edward [1 ]
Olsen, Richard [1 ,2 ]
Masry, Shaimaa [1 ]
机构：
[1] Univ Essex, CCFEA, Colchester CO4 3SQ, Essex, England
[2] Olsen Ltd, CH-8008 Zurich, Switzerland
来源：
QUANTITATIVE FINANCE | 2013年 / 13卷 / 07期
关键词：
COHERENT MEASURES;
D O I：
10.1080/14697688.2013.774459
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
[No abstract available]
引用
收藏
页码：981 / 988
页数：8
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