@InProceedings{Belcák2021fast,
	author=	{Peter Belcák and Jan-Peter Calliess and Stefan Zohren},
	title=	{{Fast agent-based simulation framework of limit order books with applications to pro-rata markets and the study of latency effects}},
	booktitle=	{{International Workshop on Multi-Agent Systems and Agent-Based Simulation}},
	month=	{May},
	year=	{2021},
}