Dynamic equilibrium of market making with price competition
Jialiang Luo, Harry Zheng
| Year of publication: |
2021
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|---|---|
| Authors: | Luo, Jialiang ; Zheng, Harry |
| Published in: |
Dynamic games and applications : DGA. - Boston : Birkhäuser, ISSN 2153-0793, ZDB-ID 2581474-6. - Vol. 11.2021, 3, p. 556-579
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| 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 |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s13235-020-00373-w [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012615211