A stationary Kyle setup: microfounding propagator models (Q4992316)
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scientific article; zbMATH DE number 7356450
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A stationary Kyle setup: microfounding propagator models |
scientific article; zbMATH DE number 7356450 |
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A stationary Kyle setup: microfounding propagator models (English)
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8 June 2021
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agent-based models
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market microstructure
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market impact
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models of financial markets
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quantitative finance
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