Pages that link to "Item:Q4607045"
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The following pages link to High-Frequency Limit of Nash Equilibria in a Market Impact Game with Transient Price Impact (Q4607045):
Displayed 6 items.
- An FBSDE approach to market impact games with stochastic parameters (Q2671645) (← links)
- A two-player portfolio tracking game (Q2675370) (← links)
- Optimal Signal-Adaptive Trading with Temporary and Transient Price Impact (Q5080132) (← links)
- A Market Impact Game Under Transient Price Impact (Q5219710) (← links)
- Portfolio liquidation games with self‐exciting order flow (Q6054433) (← links)
- Trading with the crowd (Q6146670) (← links)