A mathematical formulation of order cancellation for the agent-based modelling of financial markets (Q2164603): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 00:31, 2 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A mathematical formulation of order cancellation for the agent-based modelling of financial markets |
scientific article |
Statements
A mathematical formulation of order cancellation for the agent-based modelling of financial markets (English)
0 references
15 August 2022
0 references
financial market
0 references
agent-based model
0 references
order book statistics
0 references
order cancellation
0 references
power-law distribution
0 references
