Ergodic Transition in a Simple Model of the Continuous Double Auction
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DOI: 10.1371/journal.pone.0088095
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- Tijana Radivojevi'c & Jonatha Anselmi & Enrico Scalas, 2013. "Ergodic transition in a simple model of the continuous double auction," Papers 1305.2716, arXiv.org.
References listed on IDEAS
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Citations
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Cited by:
- Scalas, Enrico & Rapallo, Fabio & Radivojević, Tijana, 2017.
"Low-traffic limit and first-passage times for a simple model of the continuous double auction,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 485(C), pages 61-72.
- Enrico Scalas & Fabio Rapallo & Tijana Radivojevi'c, 2016. "Low-traffic limit and first-passage times for a simple model of the continuous double auction," Papers 1603.09666, arXiv.org.
- Luisanna Cocco & Michele Marchesi, 2016.
"Modeling and Simulation of the Economics of Mining in the Bitcoin Market,"
PLOS ONE, Public Library of Science, vol. 11(10), pages 1-31, October.
- Luisanna Cocco & Michele Marchesi, 2016. "Modeling and Simulation of the Economics of Mining in the Bitcoin Market," Papers 1605.01354, arXiv.org.
- Gerardo-Giorda, Luca & Germano, Guido & Scalas, Enrico, 2015. "Large scale simulation of synthetic markets," LSE Research Online Documents on Economics 67563, London School of Economics and Political Science, LSE Library.
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