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Multi-agent order book simulation : mono- and multi-asset high-frequency market making strategies
Foata, Laurent; Vidhamali, Michael; Abergel, Frédéric - In: Econophysics of Order-driven Markets : proceedings of …, (pp. 139-152). 2011
Persistent link: https://www.econbiz.de/10009349718
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A mathematical approach to order book modeling
Abergel, Frédéric; Jedidi, Aymen - In: International journal of theoretical and applied finance 16 (2013) 5, pp. 1-40
Persistent link: https://www.econbiz.de/10009784056
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Econophysics of agent-based models
Abergel, Frédéric (ed.) - 2014
Persistent link: https://www.econbiz.de/10010479169
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[Rezension von: Econophysics of agent-based models, Frédéric Abergel ... eds.]
LeBaron, Blake Dean - In: Journal of economic literature 52 (2014) 3, pp. 855-858
Persistent link: https://www.econbiz.de/10011377637