Last updated December, 3 2015 760.408 documents processed, 20.499.313 references and 8.066.571 citations

Step 1 of 3. This form allows you to add a new citation to our database.

Our data says that the document:

Hugh , Luckock. (2003) A steady-state model of the continuous double auction.
In: Quantitative Finance. RePEc:taf:quantf:v:3:y:2003:i:5:p:385-404.

Full description at Econpapers

cites:

Luckock H and Skipper M 2001 Modeling the limit order book: analytic results and Monte Carlo simulations Research Report 01-7, School of Mathematics and Statistics, University of Sydney.

but, as far as we know, such cited document is not available on RePEc.

If you know this information is not correct, you may help us to improve our service giving us the handle of the cited document in the box below. In this way, we could add the citation to CitEc.

   

Handle for cited document:

Note that if you are the author of a cited document which it is not available on RePEc, you can submit a copy to the Munich Personal RePEc Archive (MPRA). Upload a paper now.