Efficiency of the price formation process in presence of high frequency participants: a mean field game analysis
Crossref DOI link: https://doi.org/10.1007/s11579-015-0157-1
Published Online: 2015-11-02
Published Print: 2016-06
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Lachapelle, Aimé
Lasry, Jean-Michel
Lehalle, Charles-Albert http://orcid.org/0000-0002-9978-9501
Lions, Pierre-Louis
Text and Data Mining valid from 2015-11-02