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A stationary Kyle setup: microfounding propagator models - MaRDI portal

A stationary Kyle setup: microfounding propagator models (Q4992316)

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scientific article; zbMATH DE number 7356450
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English
A stationary Kyle setup: microfounding propagator models
scientific article; zbMATH DE number 7356450

    Statements

    title
    A stationary Kyle setup: microfounding propagator models (English)
    0 references
    author
    Michele Vodret
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    Iacopo Mastromatteo
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    Michael Benzaquen
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    Bence Tóth
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    publication date
    8 June 2021
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    zbMATH Keywords
    agent-based models
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    market microstructure
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    market impact
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    models of financial markets
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    quantitative finance
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    Identifiers

    zbMATH DE Number
    7356450
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    arXiv ID
    2011.10242
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