Optimal trading and competition with information in the price impact model
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Publication:6592284
DOI10.1080/14697688.2024.2357729zbMATH Open1542.91388MaRDI QIDQ6592284
Yufeng Shi, Author name not available (Why is that?)
Publication date: 26 August 2024
Published in: Quantitative Finance (Search for Journal in Brave)
Optimal stochastic control (93E20) Stochastic games, stochastic differential games (91A15) Financial markets (91G15)
Cites Work
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