Efficiency of the price formation process in presence of high frequency participants: a mean field game analysis (Q300838): Difference between revisions
From MaRDI portal
Created a new Item |
Changed an Item |
||
| Property / author | |||
| Property / author: Pierre-Louis Lions / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 91G10 / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 91A15 / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 91A23 / rank | |||
Normal rank | |||
| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6599323 / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
orderbook modeling | |||
| Property / zbMATH Keywords: orderbook modeling / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
mean field games | |||
| Property / zbMATH Keywords: mean field games / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
order-driven market | |||
| Property / zbMATH Keywords: order-driven market / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
waiting cost | |||
| Property / zbMATH Keywords: waiting cost / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
liquidity equilibrium | |||
| Property / zbMATH Keywords: liquidity equilibrium / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
high frequency trading | |||
| Property / zbMATH Keywords: high frequency trading / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
market microstructure | |||
| Property / zbMATH Keywords: market microstructure / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
price formation process | |||
| Property / zbMATH Keywords: price formation process / rank | |||
Normal rank | |||
Revision as of 22:53, 27 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficiency of the price formation process in presence of high frequency participants: a mean field game analysis |
scientific article |
Statements
Efficiency of the price formation process in presence of high frequency participants: a mean field game analysis (English)
0 references
29 June 2016
0 references
orderbook modeling
0 references
mean field games
0 references
order-driven market
0 references
waiting cost
0 references
liquidity equilibrium
0 references
high frequency trading
0 references
market microstructure
0 references
price formation process
0 references
