Dynamic equilibrium of market making with price competition
type: Item
instance of: scholarly article
title: Dynamic equilibrium of market making with price competition
zbMATH Open document ID: 1480.91128
author: Jialiang Luo
author: Harry Zheng
published in: Dynamic Games and Applications
publication date: 2021-12-27T00:00:00Z
Mathematics Subject Classification ID: 91B52
Mathematics Subject Classification ID: 91A15
Mathematics Subject Classification ID: 91A80
zbMATH DE Number: 7450798
zbMATH Keywords: dynamic equilibrium
zbMATH Keywords: market making
zbMATH Keywords: price competition
zbMATH Keywords: nonzero-sum stochastic differential game
zbMATH Keywords: generalized Issac's condition
MaRDI profile type: Publication
full work available at URL: s13235-020-00373-w
OpenAlex ID: W3112440797
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DOI: 10.1007/S13235-020-00373-W
description: scientific article; zbMATH DE number 7450798