Instabilities in multi-asset and multi-agent market impact games

Francesco Cordoni, Fabrizio Lillo

Research output: Contribution to journal › Article › peer-review

Original language	English
Journal	Annals of Operations Research
DOIs	https://doi.org/10.1007/s10479-022-05066-8
Publication status	Published - 23 Nov 2022

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@article{3c4c74f2e83b4cb3a69b92f2e15548d3,

title = "Instabilities in multi-asset and multi-agent market impact games",

author = "Francesco Cordoni and Fabrizio Lillo",

year = "2022",

month = nov,

day = "23",

doi = "10.1007/s10479-022-05066-8",

language = "English",

journal = "Annals of Operations Research",

issn = "0254-5330",

publisher = "Springer Netherlands",

}