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- W2506907220 abstract "We suggest a model of (a thin) market at which the number of participants is random with Poisson distribution. We provide a formula for joint distribution of the market price and the traded volume. We derive an asymptotic distribution of the quantities. We find that, according to our model, with increasing intensity of the participants' number, the fluctuations of the market price vanish while the variance of the traded volume increases." @default.
- W2506907220 created "2016-08-23" @default.
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- W2506907220 date "2004-09-27" @default.
- W2506907220 modified "2023-09-27" @default.
- W2506907220 title "Stochastic Model of Thin Market with Divisible Commodity" @default.
- W2506907220 hasPublicationYear "2004" @default.
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