Pages that link to "Item:Q5219710"
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The following pages link to A Market Impact Game Under Transient Price Impact (Q5219710):
Displaying 19 items.
- Efficiency of the price formation process in presence of high frequency participants: a mean field game analysis (Q300838) (← links)
- Price impact equilibrium with transaction costs and TWAP trading (Q2120598) (← links)
- Optimal pair-trade execution with generalized cross-impact (Q2172552) (← links)
- An FBSDE approach to market impact games with stochastic parameters (Q2671645) (← links)
- A two-player portfolio tracking game (Q2675370) (← links)
- Price impact in Nash equilibria (Q2697496) (← links)
- High-Frequency Limit of Nash Equilibria in a Market Impact Game with Transient Price Impact (Q4607045) (← links)
- Short Communication: Utility Indifference Pricing with High Risk Aversion and Small Linear Price Impact (Q5065082) (← links)
- Optimal and equilibrium execution strategies with generalized price impact (Q5139257) (← links)
- DISCRETE-TIME OPTIMAL EXECUTION UNDER A GENERALIZED PRICE IMPACT MODEL WITH MARKOVIAN EXOGENOUS ORDERS (Q5157841) (← links)
- Optimal Execution: A Review (Q5879357) (← links)
- Portfolio liquidation games with self‐exciting order flow (Q6054433) (← links)
- Level-\(k\) predatory trading (Q6100493) (← links)
- Equilibrium pricing of securities in the co-presence of cooperative and non-cooperative populations (Q6138485) (← links)
- Trading with the crowd (Q6146670) (← links)
- Instabilities in multi-asset and multi-agent market impact games (Q6549605) (← 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)
