"Fast Agent-Based Simulation Framework of Limit Order Books with ..."

Peter Belcak, Jan-Peter Calliess, Stefan Zohren (2020)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2020-08-28

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  - electronic edition @ arxiv.org (open access)
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  dblp key:
  - journals/corr/abs-2008-07871
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  persistent URL:
  - https://dblp.org/rec/journals/corr/abs-2008-07871
Peter Belcak, Jan-Peter Calliess, Stefan Zohren:
Fast Agent-Based Simulation Framework of Limit Order Books with Applications to Pro-Rata Markets and the Study of Latency Effects. CoRR abs/2008.07871 (2020)

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