Eyal Even-Dar, Sham M. Kakade, Michael S. Kearns, Yishay Mansour. (In)Stability properties of limit order dynamics. In Joan Feigenbaum, John C.-I. Chuang, David M. Pennock, editors, Proceedings 7th ACM Conference on Electronic Commerce (EC-2006), Ann Arbor, Michigan, USA, June 11-15, 2006. pages 120-129, ACM, 2006. [doi]
Abstract is missing.