4. Physics
  5. Condensed Matter
  6. Statistical Mechanics

Laszlo Gillemot

Physics – Condensed Matter – Statistical Mechanics

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A quantitative model of trading and price formation in financial markets

Physics – Condensed Matter – Statistical Mechanics
Scientific paper

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Statistical theory of the continuous double auction

Physics – Condensed Matter – Statistical Mechanics
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There's more to volatility than volume

Physics – Physics and Society
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What really causes large price changes?

Physics – Condensed Matter – Other Condensed Matter
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Profile ID: LFWR-SCP-P-249509

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