A mathematical formulation of order cancellation for the agent-based modelling of financial markets (Q2164603)
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scientific article; zbMATH DE number 7571853
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| English | A mathematical formulation of order cancellation for the agent-based modelling of financial markets |
scientific article; zbMATH DE number 7571853 |
Statements
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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