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Price formation in an artificial market: limit order book versus matching of supply and demand.

, , , , и . Nonlinear Dynamics and Heterogenous Interacting Agents, Springer-Verlag, Berlin, (2005)

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Price formation in an artificial market: limit order book versus matching of supply and demand., , , , и . Nonlinear Dynamics and Heterogenous Interacting Agents, Springer-Verlag, Berlin, (2005)