✦ LIBER ✦

A dynamic limit order market with fast and slow traders

✍ Scribed by Hoffmann, Peter

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Equilibrium in a Dynamic Limit Order Mar

✍ RONALD L. GOETTLER; CHRISTINE A. PARLOUR; UDAY RAJAN 📂 Article 📅 2005 🏛 John Wiley and Sons 🌐 English ⚖ 335 KB

Order flow composition and trading costs

✍ Thierry Foucault 📂 Article 📅 1999 🏛 Elsevier Science 🌐 English ⚖ 298 KB

Price dynamics in a market with heteroge

✍ Chauveau, Th.; Subbotin, A. 📂 Article 📅 2013 🏛 Elsevier Science 🌐 English ⚖ 484 KB

Fast–slow dynamics in first-order initia

✍ Shen, Jianhe; Zhou, Zheyan 📂 Article 📅 2014 🏛 Elsevier Science 🌐 English ⚖ 560 KB

Dynamic order submission strategies with

✍ Hans Degryse; Mark Van Achter; Gunther Wuyts 📂 Article 📅 2009 🏛 Elsevier Science 🌐 English ⚖ 613 KB

Stability and limit cycles in one-dimens

✍ Franz Wirl 📂 Article 📅 1997 🏛 Springer-Verlag 🌐 English ⚖ 584 KB