Code for "Limit Order Book Dynamics in Matching Markets"
This Space provides the official code link for the paper:
Limit Order Book Dynamics in Matching Markets: Microstructure, Spread, and Execution Slippage
arXiv: https://arxiv.org/abs/2511.20606
🔗 Full Implementation (GitHub)
https://github.com/Republic1024/Limit-Order-Matching-Microstructure
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