The execution problem in finance with major and minor traders: a mean field game formulation (Q1622591)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The execution problem in finance with major and minor traders: a mean field game formulation |
scientific article |
Statements
The execution problem in finance with major and minor traders: a mean field game formulation (English)
0 references
19 November 2018
0 references
mean field game
0 references
financial models
0 references
high-frequency traders
0 references
