High-Frequency Limit of Nash Equilibria in a Market Impact Game with Transient Price Impact (Q4607045): Difference between revisions

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Latest revision as of 10:31, 30 July 2024

scientific article; zbMATH DE number 6849033
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English
High-Frequency Limit of Nash Equilibria in a Market Impact Game with Transient Price Impact
scientific article; zbMATH DE number 6849033

    Statements

    High-Frequency Limit of Nash Equilibria in a Market Impact Game with Transient Price Impact (English)
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    12 March 2018
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    market impact game
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    transient price impact
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    Nash equilibrium
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    high-frequency limit
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    transaction costs
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