Market microstructure: confronting many viewpoints

Frédéric Abergel (), Jean-Philippe Bouchaud (), Thierry Foucault, Mathieu Rosenbaum and Charles-Albert Lehalle
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Frédéric Abergel: FiQuant - Chaire de finance quantitative - MICS - Mathématiques et Informatique pour la Complexité et les Systèmes - CentraleSupélec, MAS - Mathématiques Appliquées aux Systèmes - EA 4037 - Ecole Centrale Paris
Jean-Philippe Bouchaud: Science et Finance - Science et Finance
Mathieu Rosenbaum: LPMA - Laboratoire de Probabilités et Modèles Aléatoires - UPMC - Université Pierre et Marie Curie - Paris 6 - UPD7 - Université Paris Diderot - Paris 7 - CNRS - Centre National de la Recherche Scientifique

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Abstract: Proceedings of the 1st "Market microstructure: confronting many viewpoints" conference

Date: 2012
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Published in Wiley, pp.254, 2012, 978-1-119-95241-1. ⟨10.1002/9781118673553⟩

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-00872398

DOI: 10.1002/9781118673553

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