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Fast and slow optimal trading with exogenous information
Cont, Rama; Micheli, Alessandro; Neuman, Eyal - In: Finance and stochastics 29 (2025) 2, pp. 553-607
Persistent link: https://www.econbiz.de/10015394810
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Nash equilibrium for risk-averse investors in a market impact game with transient price impact
Luo, Xiangge; Schied, Alexander - In: Market microstructure and liquidity 5 (2019) 1/4, pp. 1-27
Persistent link: https://www.econbiz.de/10012819919
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A market impact game under transient price impact
Schied, Alexander; Zhang, Tao - In: Mathematics of operations research 44 (2019) 1, pp. 102-121
Persistent link: https://www.econbiz.de/10012001072
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Single- and multiplayer trade execution strategies under transient price impact
Strehle, Elias - 2017
Persistent link: https://www.econbiz.de/10012197703