A mathematical formulation of order cancellation for the agent-based modelling of financial markets (Q2164603): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.physa.2019.122507
+Normal rank
@@ Property / OpenAlex ID @@
+W2972250111
@@ Property / OpenAlex ID: W2972250111 / rank @@
+Normal rank
@@ Property / cites work @@
+A simulation analysis of the microstructure of double auction markets*
+Normal rank
@@ Property / cites work @@
+The impact of heterogeneous trading rules on the limit order book and order flows
+Normal rank
@@ Property / cites work @@
+Limit order market analysis and modelling: on a universal cause for over-diffusive prices
+Normal rank
@@ Property / Wikidata QID @@
+Q127319779
@@ Property / Wikidata QID: Q127319779 / rank @@
+Normal rank