Pages that link to "Item:Q4641739"
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The following pages link to Endogenous Formation of Limit Order Books: Dynamics Between Trades (Q4641739):
Displayed 7 items.
- Reflected BSDEs in non-convex domains (Q2159261) (← links)
- A dynamic model of the limit order book (Q2284921) (← links)
- Control-Stopping Games for Market Microstructure and Beyond (Q3387925) (← links)
- High-Frequency Limit of Nash Equilibria in a Market Impact Game with Transient Price Impact (Q4607045) (← links)
- Endogenous Formation of Limit Order Books: Dynamics Between Trades (Q4641739) (← links)
- A simple microstructural explanation of the concavity of price impact (Q6054404) (← links)
- Optimal investment mean-field and N-player games with memory effect and relative performance competition (Q6107580) (← links)