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| Authors: | Peter Belcák, Jan-Peter Calliess, Stefan Zohren |
| Group: | Distributed Computing |
| Type: | Article |
| Title: | Fast agent-based simulation framework of limit order books with applications to pro-rata markets and the study of latency effects |
| Year: | 2021 |
| Month: | May |
| Journal: | International Workshop on Multi-Agent Systems and Agent-Based Simulation |
| Resources: | [BibTeX] [ External LINK ] [Paper as PDF] |
