A Market Impact Game Under Transient Price Impact (Q5219710)
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scientific article; zbMATH DE number 7179954
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Market Impact Game Under Transient Price Impact |
scientific article; zbMATH DE number 7179954 |
Statements
A Market Impact Game Under Transient Price Impact (English)
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12 March 2020
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market impact game
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high-frequency trading
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Nash equilibrium
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transient price impact
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market impact
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predatory trading
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m-matrix
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inverse-positive matrix
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Kaluza sign criterion
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