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Authors: | Peter Belcák, Jan-Peter Calliess, Stefan Zohren |
Group: | Distributed Computing |
Type: | Article |
Title: | Fast agent-based simulation framework of limit order books with applications to pro-rata markets and the study of latency effects |
Year: | 2021 |
Month: | May |
Journal: | International Workshop on Multi-Agent Systems and Agent-Based Simulation |
Resources: | [BibTeX] [ External LINK ] [Paper as PDF] |