Arbitrage, the limit order book and market microstructure aspects in financial market models

Metadata Label Value
Author(s): Osterrieder, Jörg Robert
Publisher: ETH
Citation:

Osterrieder, Jörg Robert. Arbitrage, the limit order book and market microstructure aspects in financial market models. ETH (2007). http://dx.doi.org/10.3929/ethz-a-005369031

Document Type: Doctoral and Habilitation Theses  
Documents: Abstract (207.80KB) , Fulltext (6.62MB)
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Detailed Information

Metadata Description
Title Arbitrage, the limit order book and market microstructure aspects in financial market models
Author(s) Osterrieder, Jörg Robert
Publication Place Zürich
Publisher ETH
Publication Date 2007
Notes Diss., Eidgenössische Technische Hochschule ETH Zürich, Nr. 17121, 2007
Language English
DOI http://dx.doi.org/10.3929/ethz-a-005369031
Subject(s) Operations Research
Keyword(s) STOCK EXCHANGE PRICE
ARBITRAGE THEORY
QUEUEING THEORY
STOCHASTIC MODELS
STOCHASTIC SIMULATION
PROBABILITY THEORY
Description File Name MIME Type Size
Abstract   eth-29478-01.pdf application/pdf 207.80KB
Fulltext   eth-29478-02.pdf application/pdf 6.62MB
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E-Collection record created: Sat, 19 Apr 2008, 04:54:40 CET