Market microstructure models and the Markov property
By: João Amaro de Matos and Marcelo Fernandes
Series: EUI working paper. ECO -- no. 2000/19; EUI working paper -- no. 2000/19
Publisher: European University Institute
Published: 2000
Place of publication: San Domenico (FI) Italy
Language: eng
Number of pages: 25
Subjects: Securities; Prices; Mathematical models; Markov processes
Notes: At head of title: European University Institute, Florence, Economics Department.

Includes bibliographical references (p. 20-22).