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

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A mathematical formulation of order cancellation for the agent-based modelling of financial markets
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    A mathematical formulation of order cancellation for the agent-based modelling of financial markets (English)
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    15 August 2022
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    financial market
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    agent-based model
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    order book statistics
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    order cancellation
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    power-law distribution
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