A multi agent model for the limit order book dynamics (Q1938091)

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A multi agent model for the limit order book dynamics
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    title
    A multi agent model for the limit order book dynamics (English)
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    publication date
    3 February 2013
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    Mathematics Subject Classification ID
    91B26
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    91B69
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    37N40
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    zbMATH DE Number
    6133992
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    zbMATH Keywords
    multi-agent model
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    double auction market
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