Instabilities in multi-asset and multi-agent market impact games (Q6549605)
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scientific article; zbMATH DE number 7859347
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Instabilities in multi-asset and multi-agent market impact games |
scientific article; zbMATH DE number 7859347 |
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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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