Dynamic equilibrium of market making with price competition
Year of publication: |
2021
|
---|---|
Authors: | Luo, Jialiang ; Zheng, Harry |
Subject: | Dynamic equilibrium | Market making | Price competition | Nonzero-sumstochastic differential game | Generalized Issac's condition | Preiswettbewerb | Dynamisches Gleichgewicht | Gleichgewichtstheorie | Equilibrium theory | Spieltheorie | Game theory | Marktmechanismus | Market mechanism |
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