Nash equilibrium for risk-averse investors in a market impact game with transient price impact
Year of publication: |
2019
|
---|---|
Authors: | Luo, Xiangge ; Schied, Alexander |
Published in: |
Market microstructure and liquidity. - New Jersey : World Scientific, ISSN 2382-6266, ZDB-ID 2880405-3. - Vol. 5.2019, 1/4, p. 1-27
|
Subject: | Market impact game | high-frequency trading | Nash equilibrium | transientprice impact | market impact | predatory trading | Nash-Gleichgewicht | Börsenkurs | Share price | Wertpapierhandel | Securities trading | Spieltheorie | Game theory | Elektronisches Handelssystem | Electronic trading |
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