Limit order placement as an utility maximization problem and the origin of power law distribution of limit order prices

✍ Scribed by F. Lillo

• Book ID: 111622165
• Publisher: Springer
• Year: 2007
• Tongue: English
• Weight: 210 KB
• Volume: 55
• Category: Article
• ISSN: 1434-6036
• DOI: 10.1140/epjb/e2007-00067-9