"A Market Impact Game Under Transient Price Impact."

Alexander Schied, Tao Zhang (2019)

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DOI: 10.1287/MOOR.2017.0916

access: closed

type: Journal Article

metadata version: 2021-11-30

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Alexander Schied, Tao Zhang:
A Market Impact Game Under Transient Price Impact. Math. Oper. Res. 44(1): 102-121 (2019)

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