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.