A bidding game in a continuum limit order book (Q2873842)
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scientific article; zbMATH DE number 6250855
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A bidding game in a continuum limit order book |
scientific article; zbMATH DE number 6250855 |
Statements
27 January 2014
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measure-valued optimization
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optimality conditions
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Nash equilibrium
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bidding game
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optimal pricing strategy
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limit order book
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price impact
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A bidding game in a continuum limit order book (English)
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