شماره ركورد كنفرانس :
4857
عنوان مقاله :
Equilibrium of Competing Large Traders in an Order Book Market
پديدآورندگان :
Javdanfard Hossein javdan@aut.ac.ir Amirkabir , Salavati Erfan Amirkabir
كليدواژه :
Order Book , equilibrium , Large Trader
عنوان كنفرانس :
پنجمين كنفرانس ملي مهندسي مالي و بيم سنجي
چكيده فارسي :
In this research, the model presented includes the competition of two large traders which are ordering simultaneously in the same order book and our focus is on the buy orders. We consider the cost functions of two large traders separately and study the equilibrium of this market. Eventually, we obtain a practical way of calculating equilibrium.