Testing double auction as a component within a generic market model architecture
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- J. Derveeuw & B. Beaufils & O. Brandouy & P. Mathieu, 2007. "Testing double auction as a component within a generic market model architecture," Post-Print hal-00325855, HAL.
- Bruno Beaufils & Olivier Brandouy & Julien Derveeuw & Philippe Mathieu, 2007. "Testing double auction as a component within a generic market model architecture," Post-Print hal-00826143, HAL.
References listed on IDEAS
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More about this item
Keywordsmulti-agent; orderbook; double auction; simulation; financial markets; stylized facts;
- D40 - Microeconomics - - Market Structure, Pricing, and Design - - - General
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2007-09-24 (All new papers)
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