Control-Stopping Games for Market Microstructure and Beyond (Q3387925)

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Control-Stopping Games for Market Microstructure and Beyond
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    Control-Stopping Games for Market Microstructure and Beyond (English)
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    8 January 2021
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    control-stopping game
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    non-zero-sum game
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    inventory management
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    market microstructure
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    liquidity effects of tick size
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