A Random Order Placement Model of Price Formation in the Continuous Double Auction

A Random Order Placement Model of Price Formation in the Continuous Double Auction.


Type: journal

Farmer, J. D., L. Gillemot, G. Iori, S. Krishnamurthy, D. E. Smith, and M. G. Daniels. 'A Random Order Placement Model of Price Formation in the Continuous Double Auction.' In The Economy as an Evolving Complex System, III, eds. L. Blume and S. Durlauf, 133-173. New York: Oxford University Press, 2005.


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