"High-Frequency Limit of Nash Equilibria in a Market Impact Game with ..."

Alexander Schied, Elias Strehle, Tao Zhang (2017)

> Home

Details and statistics

DOI: 10.1137/16M107030X

access: closed

type: Journal Article

metadata version: 2021-11-30

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/siamfm/SchiedSZ17
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/siamfm/SchiedSZ17
Alexander Schied, Elias Strehle, Tao Zhang:
High-Frequency Limit of Nash Equilibria in a Market Impact Game with Transient Price Impact. SIAM J. Financial Math. 8(1): 589-634 (2017)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.