Kaymak, Uzay; Boer-Sorban, K.; Spiering, J. - Erasmus Research Institute of Management (ERIM), ERIM … - 2006
Keywords
Agent-Based Computational Finance, Artificial Stock Markets, Market Microstructure, Glosten
and Milgrom Model … financial markets cannot be ig-
nored in their agent-based modelling.
Keywords
Agent-based computational finance, artificial …