✦ LIBER ✦

Equilibrium in a Dynamic Limit Order Market

✍ Scribed by RONALD L. GOETTLER; CHRISTINE A. PARLOUR; UDAY RAJAN

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Limit pricing in a mature market A dynam

✍ Franklin R. Shupp 📂 Article 📅 1986 🏛 Elsevier Science 🌐 English ⚖ 197 KB

Optimal hedging and equilibrium in a dyn

✍ Darrell Duffie; Matthew O. Jackson 📂 Article 📅 1990 🏛 Elsevier Science 🌐 English ⚖ 643 KB

Working Orders in Limit Order Markets an

✍ KERRY BACK; SHMUEL BARUCH 📂 Article 📅 2007 🏛 John Wiley and Sons 🌐 English ⚖ 211 KB

Feedback and efficiency in limit order m

✍ Damien Challet 📂 Article 📅 2008 🏛 Elsevier Science 🌐 English ⚖ 322 KB

Stochastic orders in dynamic reinsurance

✍ Thomas Møller 📂 Article 📅 2004 🏛 Springer-Verlag 🌐 English ⚖ 277 KB

Dynamical fractal equilibrium in diffusi

✍ Marcel Filoche; Bernard Sapoval 📂 Article 📅 1999 🏛 Elsevier Science 🌐 French ⚖ 644 KB