Control-stoppinggGames for market microstructure and beyond
Roman Gayduk, Sergey Nadtochiy
| Year of publication: |
2020
|
|---|---|
| Authors: | Gayduk, Roman ; Nadtochiy, Sergey |
| Published in: |
Mathematics of operations research. - Catonsville, MD : INFORMS, ISSN 0364-765X, ZDB-ID 195683-8. - Vol. 45.2020, 4, p. 1289-1317
|
| Subject: | control-stopping game | non-zero-sum game | inventory management | markel microstructure | liquidity effects of tick size | Spieltheorie | Game theory | Marktmikrostruktur | Market microstructure | Börse | Bourse | Geld-Brief-Spanne | Bid-ask spread |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/moor.2019.1033 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012320318