The execution problem in finance with major and minor traders: a mean field game formulation (Q1622591)
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scientific article; zbMATH DE number 6981367
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The execution problem in finance with major and minor traders: a mean field game formulation |
scientific article; zbMATH DE number 6981367 |
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The execution problem in finance with major and minor traders: a mean field game formulation (English)
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19 November 2018
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mean field game
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financial models
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high-frequency traders
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