The Library
Price-time priority and pro rata matching in an order book model of financial markets
Tools
Preis, Tobias (2011) Price-time priority and pro rata matching in an order book model of financial markets. In: Abergel, Frédéric, (ed.) Econophysics of order-driven markets : proceedings of Econophys-Kolkata V. New economic windows . Milan ; New York: Springer. ISBN 9788847017665
Research output not available from this repository.
Request-a-Copy directly from author or use local Library Get it For Me service.
Official URL: http://www.worldcat.org/oclc/728100130
Item Type: | Book Item | ||||
---|---|---|---|---|---|
Divisions: | Faculty of Social Sciences > Warwick Business School > Behavioural Science Faculty of Social Sciences > Warwick Business School |
||||
Series Name: | New economic windows | ||||
Publisher: | Springer | ||||
Place of Publication: | Milan ; New York | ||||
ISBN: | 9788847017665 | ||||
Book Title: | Econophysics of order-driven markets : proceedings of Econophys-Kolkata V | ||||
Editor: | Abergel, Frédéric | ||||
Official Date: | 2011 | ||||
Dates: |
|
||||
Number of Pages: | 308 | ||||
Status: | Peer Reviewed | ||||
Publication Status: | Published | ||||
Access rights to Published version: | Restricted or Subscription Access |
Request changes or add full text files to a record
Repository staff actions (login required)
View Item |