Items where Author is "Olsen, Richard"
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Aloud, Monira and Fasli, Maria and Tsang, Edward and Dupuis, Alexander and Olsen, Richard (2017) Modeling the High-Frequency FX Market: An Agent-Based Approach. Computational Intelligence, 33 (4). pp. 771-825. DOI https://doi.org/10.1111/coin.12114
Tsang, Edward and Olsen, Richard and Masry, Shaimaa (2013) A formalization of double auction market dynamics. Quantitative Finance, 13 (7). pp. 981-988. DOI https://doi.org/10.1080/14697688.2013.774459