High-frequency limit of Nash equilibria in a market impact game with transient price impact (Q4607045)
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scientific article; zbMATH DE number 6849033
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| English | High-frequency limit of Nash equilibria in a market impact game with transient price impact |
scientific article; zbMATH DE number 6849033 |
Statements
High-Frequency Limit of Nash Equilibria in a Market Impact Game with Transient Price Impact (English)
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12 March 2018
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market impact game
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transient price impact
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Nash equilibrium
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high-frequency limit
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transaction costs
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0.9043577909469604
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0.8123047947883606
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0.8110519051551819
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0.8040206432342529
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0.7868067622184753
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