"A Mean-Field Game of Market-Making against Strategic Traders."

Bastien Baldacci, Philippe Bergault, Dylan Possamaï (2023)

> Home

Details and statistics

DOI: 10.1137/22M1486492

access: closed

type: Journal Article

metadata version: 2023-11-09

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/siamfm/BaldacciBP23
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/siamfm/BaldacciBP23
Bastien Baldacci, Philippe Bergault, Dylan Possamaï:
A Mean-Field Game of Market-Making against Strategic Traders. SIAM J. Financial Math. 14(4): 1080-1112 (2023)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.