Pages that link to "Item:Q5050094"
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The following pages link to Equilibrium Model of Limit Order Books: A Mean-Field Game View (Q5050094):
Displaying 6 items.
- Efficiency of the price formation process in presence of high frequency participants: a mean field game analysis (Q300838) (← links)
- Analysis of a decision model in the context of equilibrium pricing and order book pricing (Q1783178) (← links)
- The self-financing equation in limit order book markets (Q1999602) (← links)
- Dynamic equilibrium of market making with price competition (Q2062249) (← links)
- A dynamic model of the limit order book (Q2284921) (← links)
- Equilibrium price formation with a major player and its mean field limit (Q5066570) (← links)