Open AccessSimulation of a Limit Order Driven Market
Author(s) -
Julian Lorenz,
Joerg Osterrieder
Publication year - 2008
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.2984309
Subject(s) - order (exchange) , limit (mathematics) , economics , business , computer science , mathematics , finance , mathematical analysis
Accelerating Research
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom
Address
John Eccles HouseRobert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom