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Results: 3
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  • Open Access
    Derksen, M., Kleijn, B., & de Vilder, R. (2022). Heavy tailed distributions in closing auctions. Physica A: Statistical Mechanics and its Applications, 593, Article 126959. https://doi.org/10.1016/j.physa.2022.126959
  • Open Access
    Derksen, M. J. M. (2021). Price formation in call auctions. [Thesis, externally prepared, Universiteit van Amsterdam].
  • Open Access
    Derksen, M., Kleijn, B., & de Vilder, R. (2020). Clearing price distributions in call auctions. Quantitative Finance, 20(9), 1475-1493. https://doi.org/10.1080/14697688.2020.1744699
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