A Mean-Field Game of Market-Making against Strategic Traders (Q6070673)

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scientific article; zbMATH DE number 7770146
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A Mean-Field Game of Market-Making against Strategic Traders
scientific article; zbMATH DE number 7770146

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    A Mean-Field Game of Market-Making against Strategic Traders (English)
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    23 November 2023
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    market-making
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    algorithmic trading
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    mean-field games
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