Closed‐loop Nash competition for liquidity
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Publication:6187366
DOI10.1111/mafi.12409arXiv2112.02961OpenAlexW4383737817MaRDI QIDQ6187366
Unnamed Author, Eyal Neuman, Johannes Muhle-Karbe
Publication date: 31 January 2024
Published in: Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2112.02961
Applications of game theory (91A80) Stochastic games, stochastic differential games (91A15) Financial markets (91G15)
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