Carleton University - School of Computer Science Honours Project
Winter 2024
The Game of Price Competition in the context of the FX Market – An Agent Base Approach to the problems of Quote pricing and Internalization vs Externalization faced by an FX Dealer
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ABSTRACT
This paper takes a novel approach of agent based modelling to discuss the strategy that can be employed by the dealers so as to both facilitate trades from happening and attract the most amount of market share, by both tackling the problems of Quote pricing and Internalization vs Externalization faced by an FX Dealer.