A simulation analysis of the microstructure of double auction markets*
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Publication:4646795
DOI10.1088/1469-7688/2/5/303zbMath1405.91226OpenAlexW2121681609MaRDI QIDQ4646795
Publication date: 14 January 2019
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1088/1469-7688/2/5/303
Auctions, bargaining, bidding and selling, and other market models (91B26) Heterogeneous agent models (91B69)
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