Pages that link to "Item:Q2671645"
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The following pages link to An FBSDE approach to market impact games with stochastic parameters (Q2671645):
Displaying 7 items.
- Stochastic differential game in high frequency market (Q1737914) (← links)
- A two-player portfolio tracking game (Q2675370) (← links)
- Control-Stopping Games for Market Microstructure and Beyond (Q3387925) (← links)
- A STATE‐CONSTRAINED DIFFERENTIAL GAME ARISING IN OPTIMAL PORTFOLIO LIQUIDATION (Q5283403) (← links)
- Portfolio liquidation games with self‐exciting order flow (Q6054433) (← links)
- Trading with the crowd (Q6146670) (← links)
- Closed‐loop Nash competition for liquidity (Q6187366) (← links)