Efficiency of the price formation process in presence of high frequency participants: a mean field game analysis (Q300838): Difference between revisions

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Latest revision as of 06:40, 12 July 2024

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Efficiency of the price formation process in presence of high frequency participants: a mean field game analysis
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    Efficiency of the price formation process in presence of high frequency participants: a mean field game analysis (English)
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    29 June 2016
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    orderbook modeling
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    mean field games
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    order-driven market
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    waiting cost
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    liquidity equilibrium
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    high frequency trading
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    market microstructure
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    price formation process
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