Transient impact from the Nash equilibrium of a permanent market impact game
Francesco Cordoni, Fabrizio Lillo
| Year of publication: |
2024
|
|---|---|
| Authors: | Cordoni, Francesco ; Lillo, Fabrizio |
| Subject: | Game theory | Market impact | Market microstructure | Optimal execution | Transient impact model | Spieltheorie | Marktmikrostruktur | Börsenkurs | Share price | Nash-Gleichgewicht | Nash equilibrium | Wertpapierhandel | Securities trading |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s13235-023-00497-9 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014556559