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Fabrizio, Lillo ; Francesco, Cordoni. (2024) Transient Impact from the Nash Equilibrium of a Permanent Market Impact Game.
In: Dynamic Games and Applications. RePEc:spr:dyngam:v:14:y:2024:i:2:d:10.1007_s13235-023-00497-9.

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cites:

Schöneborn T (2008) Trade execution in illiquid markets: Optimal stochastic control and multi-agent equilibria. PhD thesis, Technische Universität Berlin, Fakultät II - Mathematik und Naturwissenschaften, Berlin.

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