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Impact of meta-order in the Minority Game
Barato, A. C.
;
Mastromatteo, I.
;
Bardoscia, M.
;
Marsili, M.
- In:
Quantitative finance
13
(
2013
)
9
,
pp. 1343-1352
Persistent link: https://www.econbiz.de/10010186146
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