Simple model of a limit order-driven market
- 1 April 2000
- journal article
- Published by Elsevier in Physica A: Statistical Mechanics and its Applications
- Vol. 278 (3-4) , 571-578
- https://doi.org/10.1016/s0378-4371(00)00067-4
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This publication has 5 references indexed in Scilit:
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- Scaling behaviour in the dynamics of an economic indexNature, 1995
- The Variation of Certain Speculative PricesThe Journal of Business, 1963