Journal of Mathematical Finance

Vol.3 No.1(2013), Paper ID 28120, 9 pages

DOI:10.4236/jmf.2013.31001

 

Market Microstructure and Price Discovery

 

Paul Carlisle Kettler, Aleh L. Yablonski, Frank Proske

 

Centre of Mathematics for Applications, Department of Mathematics, University of Oslo, Oslo, Norway
Centre of Mathematics for Applications, Department of Mathematics, University of Oslo, Oslo, Norway; Department of Functional Analysis, Mechanical and Mathematical Faculty, Belarusian State University, Minsk, Belarus
Centre of Mathematics for Applications, Department of Mathematics, University of Oslo, Oslo, Norway

 

Copyright © 2013 Paul Carlisle Kettler, Aleh L. Yablonski, Frank Proske et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

How to Cite this Article


P. Kettler, A. Yablonski and F. Proske, "Market Microstructure and Price Discovery," Journal of Mathematical Finance, Vol. 3 No. 1, 2013, pp. 1-9. doi: 10.4236/jmf.2013.31001.

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