SSRN Electronic Journal · 2015 · 14 citations · 23 references
Social SciencesBusiness EconomicsEconomicsExperimental EconomicsMicroeconomicsPricing TheoryAlgorithmic TradingMarket ExperimentsPrice DiscoveryEquilibriumExperimental PricingLaboratory MarketsNewton's Method As A Fixed Point ProcessNewton-raphson OptimizationOrder Book DynamicsOrder Flow DynamicsPrice Discovery Models
23