How Traders enter the Market through the Book

Authors: Lorenzo Matassini, Fabio Franci

arXiv: cond-mat/0103106v1 - DOI (cond-mat.stat-mech)

6 pages, pseudo-code of the model

License: ASSUMED 1991-2003

Abstract: Simulation of the trading activity based on the implementation of the book.

Submitted to arXiv on 05 Mar. 2001

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