Control-stopping games for market microstructure and beyond (Q3387925)

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scientific article; zbMATH DE number 7291317
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    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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