Nash equilibrium between brokers and traders
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Cites work
- A mean field game between informed traders and a broker
- A Mean-Field Game of Market-Making against Strategic Traders
- A survey of nonsymmetric Riccati equations
- Algorithmic and high-frequency trading
- Algorithmic market making in dealer markets with hedging and market impact
- Backward-forward stochastic differential equations
- Brokers and informed traders: dealing with toxic flow and extracting trading signals
- Continuous Auctions and Insider Trading
- Detecting toxic flow
- Double-Execution Strategies Using Path Signatures
- Fast and slow optimal trading with exogenous information
- Forward-backward stochastic differential equations and their applications
- scientific article; zbMATH DE number 1376935 (Why is no real title available?)
- Incorporating order-flow into optimal execution
- Informed Speculation with Imperfect Competition
- Internalisation by electronic FX spot dealers
- Lectures on BSDEs, stochastic control, and stochastic differential games with financial applications
- Linear forward-backward stochastic differential equations
- Liquidity in competitive dealer markets
- Liquidity Provision with Adverse Selection and Inventory Costs
- Mean-field games with differing beliefs for algorithmic trading
- Non-blow-up conditions for Riccati-type matrix differential and difference equations
- Optimal execution with stochastic delay
- Optimal Signal-Adaptive Trading with Temporary and Transient Price Impact
- Solving forward-backward stochastic differential equations explicitly -- a four step scheme
- Trading foreign exchange triplets
- Unwinding stochastic order flow: when to warehouse trades
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