How Traders enter the Market through the Book

Thumbnail Image

Date

Authors

Journal Title

Journal ISSN

Volume Title

Publisher

Abstract

Description

Simulation of the trading activity based on the implementation of the book.
6 pages, pseudo-code of the model

Keywords

Statistical Mechanics, Trading and Market Microstructure

Citation

URI

http://salesiana.dossiersoluciones.com/handle/123456789/208684

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/cond-mat/0103106
 http://arxiv.org/abs/cond-mat/0103106

Collections

arXiv