Pages that link to "Item:Q4607045"
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The following pages link to High-Frequency Limit of Nash Equilibria in a Market Impact Game with Transient Price Impact (Q4607045):
Displaying 11 items.
- An FBSDE approach to market impact games with stochastic parameters (Q2671645) (← links)
- A two-player portfolio tracking game (Q2675370) (← links)
- Optimal Signal-Adaptive Trading with Temporary and Transient Price Impact (Q5080132) (← links)
- A Market Impact Game Under Transient Price Impact (Q5219710) (← links)
- Portfolio liquidation games with self‐exciting order flow (Q6054433) (← links)
- Trading with the crowd (Q6146670) (← links)
- Instabilities in multi-asset and multi-agent market impact games (Q6549605) (← links)
- A Stackelberg order execution game (Q6549606) (← links)
- Transient impact from the Nash equilibrium of a permanent market impact game (Q6556811) (← links)
- Nash equilibria for relative investors with (non)linear price impact (Q6594799) (← links)
- Mean-field liquidation games with market drop-out (Q6641082) (← links)