A market impact game under transient price impact
Year of publication: |
2019
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Authors: | Schied, Alexander ; Zhang, Tao |
Published in: |
Mathematics of operations research. - Catonsville, MD : INFORMS, ISSN 0364-765X, ZDB-ID 195683-8. - Vol. 44.2019, 1, p. 102-121
|
Subject: | market impact game | high-frequency trading | Nash equilibrium | transient price impact | market impact | predatory trading | M-matrix | inverse-positive matrix | Kaluza sign criterion | Spekulation | Speculation | Börsenkurs | Share price | Wertpapierhandel | Securities trading | Nash-Gleichgewicht | USA | United States | Theorie | Theory |
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