Simple stochastic order-book model of swarm behavior in continuous double auction
نویسندگان
چکیده
منابع مشابه
A Comparative Study of Multi-Attribute Continuous Double Auction Mechanisms
Auctions have been as a competitive method of buying and selling valuable or rare items for a long time. Single-sided auctions in which participants negotiate on a single attribute (e.g. price) are very popular. Double auctions and negotiation on multiple attributes create more advantages compared to single-sided and single-attribute auctions. Nonetheless, this adds the complexity of the auctio...
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ژورنال
عنوان ژورنال: Physica A: Statistical Mechanics and its Applications
سال: 2015
ISSN: 0378-4371
DOI: 10.1016/j.physa.2014.11.016