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A Market Impact Game Under Transient Price Impact - MaRDI portal

A Market Impact Game Under Transient Price Impact (Q5219710)

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scientific article; zbMATH DE number 7179954
Language Label Description Also known as
English
A Market Impact Game Under Transient Price Impact
scientific article; zbMATH DE number 7179954

    Statements

    title
    A Market Impact Game Under Transient Price Impact (English)
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    author
    Alexander Schied
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    Tao Zhang
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    publication date
    12 March 2020
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    zbMATH Keywords
    market impact game
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    high-frequency trading
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    Nash equilibrium
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    transient price impact
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    market impact
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    predatory trading
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    m-matrix
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    inverse-positive matrix
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    Kaluza sign criterion
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    Identifiers

    Mathematics Subject Classification ID
    91G15
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    91A05
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    91A80
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    zbMATH DE Number
    7179954
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    OpenAlex ID
    W3121596887
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    arXiv ID
    1305.4013
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    Wikidata QID
    Q129326324
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