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"A Multi-agent Targeted Trading Equilibrium with Transaction Costs."

Jin Hyuk Choi, Jetlir Duraj, Kim Weston (2024)

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DOI: 10.1137/22M1542982

access: closed

type: Journal Article

metadata version: 2024-05-17

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Jin Hyuk Choi, Jetlir Duraj, Kim Weston:
A Multi-agent Targeted Trading Equilibrium with Transaction Costs. SIAM J. Financial Math. 15(1): 161-193 (2024)

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