A simulation analysis of the microstructure of double auction markets
- Publisher:
- Institute of Physics Publishing Inc
- Publication Type:
- Journal Article
- Citation:
- Quantative Finance, 2002, 2 (5), pp. 346 - 353
- Issue Date:
- 2002-01
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Filename | Description | Size | |||
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![]() | 2002000267.pdf | 1.13 MB |
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