On a Price-Liquidity Threshold Regime Swicthing Model (preliminary report)

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

Original language	Unknown
Title of host publication	n/a
Editors	SM Ermakov, VB Melas, AN Pepelyshev
Publisher	VVM com. Ltd
Pages	419--424
Volume	I
ISBN (Print)	978-5-9651-0354-6
Publication status	Published - 1 Jan 2009
Event	6th St. Petersburg Workshop on Simulation - Duration: 1 Jan 2009 → …

Conference	6th St. Petersburg Workshop on Simulation
Period	1/01/09 → …

Cite this

@inproceedings{7ac11ad599f34657a733796c771372a1,

title = "On a Price-Liquidity Threshold Regime Swicthing Model (preliminary report)",

author = "Esqu{\'i}vel, {Manuel Leote} and Mota, {Pedro Jos{\'e} dos Santos Palhinhas}",

year = "2009",

month = jan,

day = "1",

language = "Unknown",

isbn = "978-5-9651-0354-6",

volume = "I",

pages = "419----424",

editor = "SM Ermakov and VB Melas and AN Pepelyshev",

booktitle = "n/a",

publisher = "VVM com. Ltd",

note = "null ; Conference date: 01-01-2009",

}

TY - GEN

T1 - On a Price-Liquidity Threshold Regime Swicthing Model (preliminary report)

AU - Esquível, Manuel Leote

AU - Mota, Pedro José dos Santos Palhinhas

PY - 2009/1/1

Y1 - 2009/1/1

M3 - Conference contribution

SN - 978-5-9651-0354-6

VL - I

SP - 419

EP - 424

BT - n/a

A2 - Ermakov, SM

A2 - Melas, VB

A2 - Pepelyshev, AN

PB - VVM com. Ltd

Y2 - 1 January 2009

ER -