| project |
| project_id |
GAP402/10/1610 |
| agency |
GA ČR |
| ARLID |
cav_un_auth*0263483 |
|
| project |
| project_id |
GAP402/10/0956 |
| agency |
GA ČR |
| ARLID |
cav_un_auth*0263482 |
|
| project |
| project_id |
GA402/06/1417 |
| agency |
GA ČR |
| country |
CZ |
| ARLID |
cav_un_auth*0213949 |
|
| research |
CEZ:AV0Z10750506 |
| abstract
(eng) |
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). |
| reportyear |
2012 |
| RIV |
BB |
| num_of_auth |
1 |
| mrcbC52 |
4 A O 4a 4o 20231122134926.2 |
| permalink |
http://hdl.handle.net/11104/0205955 |
| mrcbT16-e |
COMPUTERSCIENCECYBERNETICS |
| mrcbT16-f |
0.548 |
| mrcbT16-g |
0.054 |
| mrcbT16-h |
9.6 |
| mrcbT16-i |
0.00164 |
| mrcbT16-j |
0.284 |
| mrcbT16-k |
536 |
| mrcbT16-l |
74 |
| mrcbT16-q |
21 |
| mrcbT16-s |
0.410 |
| mrcbT16-y |
20.28 |
| mrcbT16-x |
0.78 |
| mrcbT16-4 |
Q2 |
| mrcbT16-B |
30.653 |
| mrcbT16-C |
16.667 |
| mrcbT16-D |
Q3 |
| mrcbT16-E |
Q3 |
| arlyear |
2012 |
| mrcbTft |
\nSoubory v repozitáři: smid-0372702.pdf, 0372702.pdf |
| mrcbU14 |
84858022366 SCOPUS |
| mrcbU34 |
000301269800004 WOS |
| mrcbU63 |
cav_un_epca*0297163 Kybernetika 0023-5954 Roč. 48 č. 1 2012 50 82 Ústav teorie informace a automatizace AV ČR, v. v. i. |