Econophysics of Order-driven Markets
Springer Milan
Chapter title |
Price-Time Priority and Pro Rata Matching in an Order Book Model of Financial Markets
|
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Chapter number | 5 |
Book title |
Econophysics of Order-driven Markets
|
Published by |
Springer, Milano, January 2011
|
DOI | 10.1007/978-88-470-1766-5_5 |
Book ISBNs |
978-8-84-701765-8, 978-8-84-701766-5
|
Authors |
Tobias Preis, Preis, Tobias |
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Unknown | 1 | 100% |
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Members of the public | 1 | 100% |
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Unknown | 2 | 100% |
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Student > Master | 2 | 100% |
Readers by discipline | Count | As % |
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Mathematics | 1 | 50% |
Engineering | 1 | 50% |