Towards Multi-agent Reinforcement Learning-Driven Over-the-Counter Market Simulations
Nelson Vadori,
Leo Ardon,
Sumitra Ganesh,
Thomas Spooner,
Selim Amrouni,
Jared Vann,
Mengda Xu,
Zeyu Zheng,
Tucker Balch,
Manuela Veloso
Mathematical Finance,
vol. 34, 2024, p. 262-347.