Price impact in Nash equilibria
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Publication:2697496
DOI10.1007/s00780-023-00499-wOpenAlexW4328129733MaRDI QIDQ2697496
Publication date: 12 April 2023
Published in: Finance and Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00780-023-00499-w
Martingales with continuous parameter (60G44) Interest rates, asset pricing, etc. (stochastic models) (91G30) Financial markets (91G15)
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