High-Frequency Limit of Nash Equilibria in a Market Impact Game with Transient Price Impact (Q4607045)
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scientific article; zbMATH DE number 6849033
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | High-Frequency Limit of Nash Equilibria in a Market Impact Game with Transient Price Impact |
scientific article; zbMATH DE number 6849033 |
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High-Frequency Limit of Nash Equilibria in a Market Impact Game with Transient Price Impact (English)
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12 March 2018
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market impact game
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transient price impact
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Nash equilibrium
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high-frequency limit
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transaction costs
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