Diffusive behavior and the modeling of characteristic times in limit order executions
- Zoltán Eisler*
- , János Kertész
- , Fabrizio Lillo
- , Rosario N. Mantegna
*Corresponding author for this work
- Science and Finance
- Budapest University of Technology and Economics
- Aalto University
- University of Palermo
- Santa Fe Institute
- National Research Council of Italy
Research output: Contribution to journal › Article › peer-review