Convergence of Markovian price processes in a financial market transaction model
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DOI: 10.1007/s12351-015-0224-7
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Cited by:
- Xiaojing Xu & Jinpeng Ma & Xiaoping Xie, 2019. "Price Convergence under a Probabilistic Double Auction," Computational Economics, Springer;Society for Computational Economics, vol. 54(3), pages 1113-1155, October.
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Keywords
Double auctions; Bubble and crash; Incremental subgradient methods; Sentiments; Walrasian equilibrium;All these keywords.
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