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Optimal Trading with Differing Trade Signals - MaRDI portal

Optimal Trading with Differing Trade Signals (Q4994352)

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scientific article; zbMATH DE number 7360750
Language Label Description Also known as
English
Optimal Trading with Differing Trade Signals
scientific article; zbMATH DE number 7360750

    Statements

    title
    Optimal Trading with Differing Trade Signals (English)
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    author
    Ryan Donnelly
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    Matthew Lorig
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    publication date
    17 June 2021
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    zbMATH Keywords
    algorithmic trading
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    mean-field games
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    price impact
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    Identifiers

    Mathematics Subject Classification ID
    91G15
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    91G10
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    91A16
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    91A80
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    zbMATH DE Number
    7360750
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    arXiv ID
    2006.13585
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    OpenAlex ID
    W3107009690
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