Author:
Radivojević Tijana,Anselmi Jonatha,Scalas Enrico
Publisher
Springer Berlin Heidelberg
Reference3 articles.
1. Rama Cont and Adrien De Larrard (2011). Price Dynamics in a Markovian Limit Order Market. Working Paper Series 1735338,
http://ssrn.com/abstract=1735338
2. Rama Cont, Sasha Stojkov and Rishi Taireja (2008). A Stochastic Model for Order Book Dynamics. Working Paper Series 1273160,
http://ssrn.com/abstract=1273160
3. Ubaldo Garibaldi and Enrico Scalas (2010). Finitary Probabilistic Methods in Econophysics. Cambridge UK: Cambridge University Press.
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1 articles.
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