Single- and multiplayer trade execution strategies under transient price impact

vorgelegt von Elias Strehle

Year of publication:	2017
Authors:	Strehle, Elias
Other Persons:	Schied, Alexander (degree supervisor)
Publisher:	Mannheim
Subject:	Financial Mathematics \| Nash Equilibrium \| Transaction Costs \| Fredholm Integral Equations \| Market Microstructure \| Price Impact \| High Frequency Trading \| Order Anticipation Strategies \| Predatory Trading \| Transaktionskosten \| Transaction costs \| Wertpapierhandel \| Securities trading \| Börsenkurs \| Share price \| Marktmikrostruktur \| Market microstructure \| Theorie \| Theory \| Elektronisches Handelssystem \| Electronic trading \| Portfolio-Management \| Portfolio selection \| Börsenhandel \| Stock exchange trading \| Finanzmathematik \| Mathematical finance \| Nash-Gleichgewicht \| Fredholm-Integralgleichung \| Schwachsinguläre Fredholm-Integralgleichung \| Hochfrequenzhandel