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Mean-field game strategies for optimal execution
Huang, Xuancheng; Jaimungal, Sebastian; Nourian, Mojtaba - In: Applied mathematical finance 26 (2019) 2, pp. 153-185
Persistent link: https://www.econbiz.de/10012210268
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Nash equilibrium for risk-averse investors in a market impact game with transient price impact
Luo, Xiangge; Schied, Alexander - In: Market microstructure and liquidity 5 (2019) 1/4, pp. 1-27
Persistent link: https://www.econbiz.de/10012819919
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Optimal trading with differing trade signals
Donnelly, Ryan; Lorig, Matthew - In: Applied mathematical finance 27 (2020) 4, pp. 317-344
Persistent link: https://www.econbiz.de/10012425325
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Competition for order flow and the theory of global games : the impact of alternative trading systems on securities markets
Dönges, Jutta A. - 2001 - 1. Aufl.
Persistent link: https://www.econbiz.de/10001601539
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Competition for order flow as a coordination game
Dönges, Jutta A. - 2001
Persistent link: https://www.econbiz.de/10013444421
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Beliefs and decision making in asset markets : three essays in experimental economics
Lahav, Yaron - 2007
Persistent link: https://www.econbiz.de/10009693857
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Trading on sunspots
Jovanovic, Boyan; Tsyrennikov, Viktor - 2014
Persistent link: https://www.econbiz.de/10010481203
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A strategic analysis of speculative trade in a two-sided asset market with information diversity
Rockenbach, Bettina - In: International game theory review 7 (2005) 2, pp. 151-170
Persistent link: https://www.econbiz.de/10002980362
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A strategic analysis of speculative trade in a two-sided asset market with information diversity
Rockenbach, Bettina - 2002
Persistent link: https://www.econbiz.de/10001724914
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Trading on sunspots
Jovanovic, Boyan; Tsyrennikov, Viktor - In: American economic review 112 (2022) 12, pp. 3970-3994
Persistent link: https://www.econbiz.de/10014229440