The impact of heterogeneous trading rules on the limit order book and order flows - Chiarella, Carl.; Lori, Giulia; University of Technology, Sydney. School of Finance and Economics; Quantitative Finance Research Centre (Broadway, N.S.W. : School of Finance and Economics, University of Technology, Sydney, 2005)
Title from cover.
"February 2005".
Bibliography: p. 14-15.
Keywords: Money market -- Mathematical models