An FBSDE approach to market impact games with stochastic parameters (Q2671645)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | An FBSDE approach to market impact games with stochastic parameters |
scientific article |
Statements
An FBSDE approach to market impact games with stochastic parameters (English)
0 references
3 June 2022
0 references
market impact game
0 references
Nash equilibrium
0 references
FBSDE
0 references
0 references
0 references
0 references
0 references
0 references
0 references