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Closed‐loop Nash competition for liquidity - MaRDI portal

Closed‐loop Nash competition for liquidity (Q6187366)

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scientific article; zbMATH DE number 7797374
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English
Closed‐loop Nash competition for liquidity
scientific article; zbMATH DE number 7797374

    Statements

    title
    Closed‐loop Nash competition for liquidity (English)
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    author
    Q6187365
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    Johannes Muhle-Karbe
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    Eyal Neuman
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    publication date
    31 January 2024
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    zbMATH Keywords
    closed-loop Nash equilibrium
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    price impact
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    stochastic games
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    Identifiers

    arXiv ID
    2112.02961
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    Mathematics Subject Classification ID
    91G15
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    91A15
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    91A80
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    zbMATH DE Number
    7797374
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    OpenAlex ID
    W4383737817
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    DOI
    10.1111/MAFI.12409
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