The Effect of Transaction Costs on Artificial Continuous Double Auction Markets

DOI10.1007/978-3-642-13947-5_6zbMath1197.91018OpenAlexW148930012MaRDI QIDQ3164435

Cesáreo Hernández, Marta Posada

Publication date: 28 October 2010

Published in: Lecture Notes in Economics and Mathematical Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-13947-5_6

Mathematics Subject Classification ID

Computational methods for problems pertaining to game theory, economics, and finance (91-08) Heterogeneous agent models (91B69) Agent technology and artificial intelligence (68T42)

Cites Work

• Unnamed Item
• The competitive market paradox
• Simple market protocols for efficient risk sharing
• Price formation in double auctions
• Zero-Intelligence Trading Without Resampling

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