A mathematical formulation of order cancellation for the agent-based modelling of financial markets
Yoshimura, Yushi, Okuda, Hiroshi, Chen, YuLanguage:
english
Journal:
Physica A: Statistical Mechanics and its Applications
DOI:
10.1016/j.physa.2019.122507
Date:
September, 2019
File:
PDF, 763 KB
english, 2019