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Instabilities in multi-asset and multi-agent market impact games - MaRDI portal

Instabilities in multi-asset and multi-agent market impact games (Q6549605)

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scientific article; zbMATH DE number 7859347
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English
Instabilities in multi-asset and multi-agent market impact games
scientific article; zbMATH DE number 7859347

    Statements

    Instabilities in multi-asset and multi-agent market impact games (English)
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    4 June 2024
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    market impact
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    game theory and Nash equilibria
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    transaction costs
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    market microstructure
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    high frequency trading
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    cross-impact
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