Closed-loop Nash competition for liquidity
Year of publication: |
2023
|
---|---|
Authors: | Micheli, Alessandro ; Muhle-Karbe, Johannes ; Neuman, Eyal |
Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial economics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 1467-9965, ZDB-ID 1481288-5. - Vol. 33.2023, 4, p. 1082-1118
|
Subject: | closed-loop Nash equilibrium | price impact | stochastic games | Nash-Gleichgewicht | Nash equilibrium | Spieltheorie | Game theory | Stochastisches Spiel | Stochastic game |
-
Strategic exploitation of a common-property resource under rational learning about its reproduction
Koulovatianos, Christos, (2015)
-
Barelli, Paulo, (2015)
-
A dynamic reinterpretation of nash bargaining with endogenous threats
Abreu, Dilip, (2015)
- More ...
-
Closed-Loop Nash Competition for Liquidity
Micheli, Alessandro, (2021)
-
Fast and Slow Optimal Trading with Exogenous Information
Cont, Rama, (2023)
-
Evidence of Crowding on Russell 3000 Reconstitution Events
Micheli, Alessandro, (2020)
- More ...