CIRJE-F-1087 Online Supplement for "Stochastic Differential Game in High Frequency Market"
Author Name Saito, Taiga, and Akihiko Takahashi
Date May 2018
Full Paper PDF File
Remarks

Revised in December 2018.

Abstract

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