Optimal Auction Duration: A Price Formation Viewpoint (Q5031656)
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scientific article; zbMATH DE number 7474581
Language | Label | Description | Also known as |
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English | Optimal Auction Duration: A Price Formation Viewpoint |
scientific article; zbMATH DE number 7474581 |
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Optimal Auction Duration: A Price Formation Viewpoint (English)
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16 February 2022
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microstructure
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market design
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auctions
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limit order books
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continuous trading
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market making
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Nash equilibrium
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BSDEs
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