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