Multi-agent order book simulation : mono- and multi-asset high-frequency market making strategies
Laurent Foata, Michael Vidhamali and Frédéric Abergel
| Year of publication: |
2011
|
|---|---|
| Authors: | Foata, Laurent ; Vidhamali, Michael ; Abergel, Frédéric |
| Published in: |
Econophysics of Order-driven Markets : proceedings of Econophys-Kolkata V. - Milano : Springer Italia, ISBN 978-88-470-1765-8. - 2011, p. 139-152
|
| Subject: | Simulation | Agentenbasierte Modellierung | Agent-based modeling | Elektronisches Handelssystem | Electronic trading | Theorie | Theory | Börsenkurs | Share price | Wertpapierhandel | Securities trading | Marktmikrostruktur | Market microstructure | Portfolio-Management | Portfolio selection |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10009349718