Showing 1 - 10 of 87,081
Persistent link: https://www.econbiz.de/10011502604
Persistent link: https://www.econbiz.de/10011947122
Persistent link: https://www.econbiz.de/10012234760
Persistent link: https://www.econbiz.de/10011292958
Persistent link: https://www.econbiz.de/10011991397
Persistent link: https://www.econbiz.de/10012522180
Persistent link: https://www.econbiz.de/10014227514
Persistent link: https://www.econbiz.de/10012615207
We analyze novel portfolio liquidation games with self-exciting order flow. Both the N-player game and the mean-field game are considered. We assume that players' trading activities have an impact on the dynamics of future market order arrivals thereby generating an additional transient price...
Persistent link: https://www.econbiz.de/10013193885
Persistent link: https://www.econbiz.de/10012226820