An FBSDE approach to market impact games with stochastic parameters (Q2671645)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An FBSDE approach to market impact games with stochastic parameters |
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An FBSDE approach to market impact games with stochastic parameters (English)
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3 June 2022
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market impact game
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Nash equilibrium
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FBSDE
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