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Published By Cambridge University Press

9781316683040
Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Market Imperfection and Predictability

2016 ◽  
pp. 145-168
Author(s):  
Frederic Abergel ◽  
Anirban Chakraborti ◽  
Aymen Jedidi ◽  
Ioane Muni Toke ◽  
Marouane Anane
Keyword(s):  
Market Imperfection

Preface

2016 ◽  
pp. xix-xx
Author(s):  
Frederic Abergel ◽  
Anirban Chakraborti ◽  
Aymen Jedidi ◽  
Ioane Muni Toke ◽  
Marouane Anane

The Mathematical Structure of Zero-intelligence Models

2016 ◽  
pp. 59-76
Author(s):  
Frederic Abergel ◽  
Anirban Chakraborti ◽  
Aymen Jedidi ◽  
Ioane Muni Toke ◽  
Marouane Anane
Keyword(s):  
Mathematical Structure ◽  
Intelligence Models ◽  
Zero Intelligence

Empirical Evidence of Market Making and Taking

2016 ◽  
pp. 29-42
Author(s):  
Frederic Abergel ◽  
Anirban Chakraborti ◽  
Aymen Jedidi ◽  
Ioane Muni Toke ◽  
Marouane Anane
Keyword(s):  
Empirical Evidence ◽  
Market Making

Introduction

2016 ◽  
pp. 1-6
Author(s):  
Frederic Abergel ◽  
Anirban Chakraborti ◽  
Aymen Jedidi ◽  
Ioane Muni Toke ◽  
Marouane Anane

Bibliography

2016 ◽  
pp. 209-218
Author(s):  
Frederic Abergel ◽  
Anirban Chakraborti ◽  
Aymen Jedidi ◽  
Ioane Muni Toke ◽  
Marouane Anane

Some Useful Mathematical Notions

2016 ◽  
pp. 176-186
Author(s):  
Frederic Abergel ◽  
Anirban Chakraborti ◽  
Aymen Jedidi ◽  
Ioane Muni Toke ◽  
Marouane Anane

Numerical Simulation of Limit Order Books

2016 ◽  
pp. 113-142
Author(s):  
Frederic Abergel ◽  
Anirban Chakraborti ◽  
Aymen Jedidi ◽  
Ioane Muni Toke ◽  
Marouane Anane
Keyword(s):  
Numerical Simulation ◽  
Limit Order ◽  
Order Books ◽  
Limit Order Books

Statistical Properties of Limit Order Books: A Survey

2016 ◽  
pp. 9-19
Author(s):  
Frederic Abergel ◽  
Anirban Chakraborti ◽  
Aymen Jedidi ◽  
Ioane Muni Toke ◽  
Marouane Anane
Keyword(s):  
Statistical Properties ◽  
Limit Order ◽  
Order Books ◽  
Limit Order Books

Limit Order Book Data

2016 ◽  
pp. 171-175
Author(s):  
Frederic Abergel ◽  
Anirban Chakraborti ◽  
Aymen Jedidi ◽  
Ioane Muni Toke ◽  
Marouane Anane
Keyword(s):  
Limit Order Book ◽  
Order Book ◽  
Limit Order
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