0372702 20240903170624.220120207235959.9 000301269800004 84858022366 33 s. cav_un_epca*02971630023-5954481 (2012)50-82Ústav teorie informace a automatizace AV ČR, v. v. i. continuous double auction limit order market distribution cav_un_auth*0101206 Šmíd Martin Ekonometrie Department of Econometrics E E UTIA-B Department of Econometrics Ústav teorie informace a automatizace AV ČR, v. v. i. http://library.utia.cas.cz/separaty/2012/E/smid-0372702.pdf GAP402/10/1610 GA ČR cav_un_auth*0263483 GAP402/10/0956 GA ČR cav_un_auth*0263482 GA402/06/1417 GA ČR CZ cav_un_auth*0213949 CEZ:AV0Z10750506 In this paper we formulate a general model of the continuous double auction. We (recursively) describe the distribution of the model. As a useful by-product, we give a (recursive) analytic description of the distribution of the process of the best quotes (bid and ask). 2012 BB 1 4 A O 4a 4o 20231122134926.2 http://hdl.handle.net/11104/0205955 COMPUTERSCIENCECYBERNETICS 0.548 0.054 9.6 0.00164 0.284 536 74 21 0.410 20.28 0.78 Q2 30.653 16.667 Q3 Q3 2012 Soubory v repozitáři: smid-0372702.pdf, 0372702.pdf 84858022366 SCOPUS 000301269800004 WOS cav_un_epca*0297163 Kybernetika 0023-5954 Roč. 48 č. 1 2012 50 82 Ústav teorie informace a automatizace AV ČR, v. v. i.