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Professor Giulia Iori
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- Department of Economics,
- School of Social Science
- City University,
- Northampton Square,
- London EC1V 0HB.
- Phone +44-020-7040-4575
- Fax + 44-020-7040-8580
A random order placement model of price formation in the continuos double auction
Authors: J. D. Farmer, L. Gillemot, G. Iori , S. Krishnamaurty, E. Smith, and M.G. Daniel
Journal: in The Economy as an evolving complex system III, Blume and Durlauf (Eds), 175-206,Oxford University press, (2006)
Year: 2006
Status: Book Chapters
Abstract:
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