Stochastic differential game in high frequency market (Q1737914)
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scientific article; zbMATH DE number 7047245
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Stochastic differential game in high frequency market |
scientific article; zbMATH DE number 7047245 |
Statements
Stochastic differential game in high frequency market (English)
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24 April 2019
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differential games
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forward-backward stochastic differential equations
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Nash equilibrium
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stochastic control
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application in finance
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high frequency market
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0.7875539660453796
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0.7759743928909302
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0.7706664800643921
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0.7676213383674622
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0.7640349864959717
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