Transient impact from the Nash equilibrium of a permanent market impact game (Q6556811)
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scientific article; zbMATH DE number 7866587
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Transient impact from the Nash equilibrium of a permanent market impact game |
scientific article; zbMATH DE number 7866587 |
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Transient impact from the Nash equilibrium of a permanent market impact game (English)
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17 June 2024
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optimal execution
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market impact
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transient impact model
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market microstructure
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game theory
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