"Microstructure-based order placement in a continuous double auction agent ..."

Alexandru Mandes (2015)

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DOI: 10.3233/AF-150049

access: closed

type: Journal Article

metadata version: 2017-05-17

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Alexandru Mandes:
Microstructure-based order placement in a continuous double auction agent based model. Algorithmic Finance 4(3-4): 105-125 (2015)

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