Online Supplement for "Stochastic Differential Game in High Frequency Market"

Taiga Saito and Akihiko Takahashi
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Taiga Saito: Graduate School of Economics, The University of Tokyo
Akihiko Takahashi: Graduate School of Economics, The University of Tokyo

No CARF-F-437, CARF F-Series from Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo

Abstract: This is an online supplement for "Stochastic Differential Game in High Frequency Market" which is submitted to Automatica.

Pages: 4
Date: 2018-05
New Economics Papers: this item is included in nep-gth and nep-mst
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