"Characterising trader manipulation in a limit-order driven market."

Rasika Withanawasam, Peter A. Whigham, Timothy Crack (2013)

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DOI: 10.1016/J.MATCOM.2012.09.012

access: closed

type: Journal Article

metadata version: 2020-03-04

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Rasika Withanawasam, Peter A. Whigham, Timothy Crack:
Characterising trader manipulation in a limit-order driven market. Math. Comput. Simul. 93: 43-52 (2013)

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