"Instabilities in multi-asset and multi-agent market impact games."

Francesco Cordoni, Fabrizio Lillo (2024)

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DOI: 10.1007/S10479-022-05066-8

access: open

type: Journal Article

metadata version: 2024-06-08

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Francesco Cordoni, Fabrizio Lillo:
Instabilities in multi-asset and multi-agent market impact games. Ann. Oper. Res. 336(1-2): 505-539 (2024)

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