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A formalization of double auction market dynamics |
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| Authors: | Edward Tsang Richard Olsen Shaimaa Masry |
| Institution: | 1. Centre for Computational Finance and Economic Agents (CCFEA) , University of Essex , Colchester , Essex CO4 3SQ , UK edward@essex.ac.uk;3. Centre for Computational Finance and Economic Agents (CCFEA) , University of Essex , Colchester , Essex CO4 3SQ , UK;4. Olsen Ltd. , Seefeldstrasse 233, CH-8008, Zurich , Switzerland;5. Centre for Computational Finance and Economic Agents (CCFEA) , University of Essex , Colchester , Essex CO4 3SQ , UK |
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