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Waiting Times in Simulated Stock Markets

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Academic year: 2020

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Figure

Fig. 1. Closing Prices box plots for several realizations
Fig. 2. Trades numbers box plots for several realizations
Fig. 3. Pending Time probability distribution for PQT market having orders with multiplicative-uniform prices and uniform quantities
Fig. 4. Continuous Time and Auction pending times probability for PTQ market having orderswith exponential prices and single quantities

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