Research Catalog

Equilibrium in an electronic open limit order book / Lawrence R. Glosten.

Title
Equilibrium in an electronic open limit order book / Lawrence R. Glosten.
Author
Glosten, Lawrence R.
Publication
Stockholm, Sweden : Konjunkturinstitutet, Ekonomiska Rådet, [1993]

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Details

Additional Authors
Konjunkturinstitutet (Sweden)
Description
55, [2] p. : ill.; 24 cm.
Series Statement
Working paper, 1100-7818 ; no. 28
Uniform Title
Working paper (Konjunkturinstitutet (Sweden)) ; no. 28.
Subject
  • Equilibrium (Economics) > Mathematical models
  • Securities > Mathematical models
Note
  • "April 1993."
  • "August 1992"--2nd title page.
  • Summary in Swedish (p. 55).
Bibliography (note)
  • Includes bibliographical references (p. 48-49).
Processing Action (note)
  • committed to retain
OCLC
  • 28581921
  • SCSB-12874902
Owning Institutions
Harvard Library