Dynamics of market making algorithms in dealer markets : learning and tacit collusion

Rama Cont, Wei Xiong

Year of publication:	2024
Authors:	Cont, Rama ; Xiong, Wei
Subject:	decentralized learning \| differential games \| intensity control \| learning \| market making \| Market microstructure \| multi-agent actor-critic algorithm \| Nash equilibrium \| reinforcement tacit collusion \| Lernprozess \| Learning process \| Marktmikrostruktur \| Wettbewerbsbeschränkung \| Restraints of competition \| Spieltheorie \| Game theory \| Algorithmus \| Algorithm \| Marktmechanismus \| Market mechanism \| Nash-Gleichgewicht \| Wertpapierhandel \| Securities trading \| Agentenbasierte Modellierung \| Agent-based modeling \| Börsenmakler \| Stockbrokers \| Wiederholte Spiele \| Repeated games

Online Resource

Check full text access |

More access options

doi.org

Check Google Scholar

Which error do you want to report?

Report: URL of this record is broken

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: Addition of an URL to that resource

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: The language(s) of that resource is/are…

Please note: Required language not in the list? Please use comment field

Report: Addition of an identifier to that resource

Report: report typo

Report: Add statement

Report: Add keywords

Please use the commentary box to describe other errors

Would you like to receive a feedback?

Commentary

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10014514776

A service of the