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

Taiga Saito and Akihiko Takahashi
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Taiga Saito: CIRJE, Faculty of Economics, The University of Tokyo
Akihiko Takahashi: CIRJE, Faculty of Economics, The University of Tokyo

No CIRJE-F-1087, CIRJE F-Series from CIRJE, Faculty of Economics, University of Tokyo

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

Pages: 4 pages
Date: 2018-05
New Economics Papers: this item is included in nep-gth and nep-mst
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Persistent link: https://EconPapers.repec.org/RePEc:tky:fseres:2018cf1087

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