Evaluating a price change limit rule in a simulated exchange

Jonathan D. Stanley. Evaluating a price change limit rule in a simulated exchange. In Arne Thesen, Hank Grant, W. David Kelton, editors, Proceedings of the 19th conference on Winter simulation, WSC 1987, Atlanta, GA, USA, December 14-16, 1987. pages 789-793, ACM, 1987. [doi]

Authors

Jonathan D. Stanley

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