Multi-agent order book simulation : mono- and multi-asset high-frequency market making strategies
Year of publication: |
2011
|
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Authors: | Foata, Laurent ; Vidhamali, Michael ; Abergel, Frédéric |
Published in: |
Econophysics of Order-driven Markets : proceedings of Econophys-Kolkata V. - Milano : Springer Italia, ISBN 978-88-470-1765-8. - 2011, p. 139-152
|
Subject: | Simulation | Agentenbasierte Modellierung | Agent-based modeling | Elektronisches Handelssystem | Electronic trading | Börsenkurs | Share price | Theorie | Theory | Wertpapierhandel | Securities trading | Marktmikrostruktur | Market microstructure | Geld-Brief-Spanne | Bid-ask spread |
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