Control-stopping games for market microstructure and beyond (Q3387925)
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scientific article; zbMATH DE number 7291317
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Control-stopping games for market microstructure and beyond |
scientific article; zbMATH DE number 7291317 |
Statements
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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0.743040144443512
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0.7424471378326416
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0.7421032190322876
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0.7358788847923279
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0.7346805334091187
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