Touzo, Léo
Marsili, Matteo
Zagier, Don
Article Title: Information thermodynamics of financial markets: the Glosten–Milgrom model
Journal Title: Journal of Statistical Mechanics: Theory and Experiment
Article Type: paper
Copyright Information: © 2021 IOP Publishing Ltd and SISSA Medialab srl
Publication dates
Date Received: 2020-10-06
Date Accepted: 2021-01-26
Online publication date: 2021-03-16