Fabrizio Lillo

Name: dblp XML data dump
Creator: Schloss Dagstuhl - Leibniz Center for Informatics
Published: 1993
License: https://creativecommons.org/publicdomain/zero/1.0/
Keywords: dblp, XML, computer science, scholarly publications, metadata

◀ ▶ joint publications with Francesco Cordoni

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Publications

2024
[j19]
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Francesco Cordoni, Fabrizio Lillo:
Instabilities in multi-asset and multi-agent market impact games. Ann. Oper. Res. 336(1-2): 505-539 (2024)
[j18]
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Francesco Cordoni, Fabrizio Lillo:
Transient Impact from the Nash Equilibrium of a Permanent Market Impact Game. Dyn. Games Appl. 14(2): 333-361 (2024)
2023
[j16]
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Francesco Cordoni, Caterina Giannetti, Fabrizio Lillo, Giulio Bottazzi:
Simulation-driven experimental hypotheses and design: a study of price impact and bubbles. Simul. 99(6): 599-620 (2023)

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