An FBSDE approach to market impact games with stochastic parameters (Q2671645)
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scientific article; zbMATH DE number 7537227
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | An FBSDE approach to market impact games with stochastic parameters |
scientific article; zbMATH DE number 7537227 |
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An FBSDE approach to market impact games with stochastic parameters (English)
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3 June 2022
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market impact game
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Nash equilibrium
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FBSDE
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0.79515540599823
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0.7866231799125671
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0.7863247394561768
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0.7706664800643921
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