Discussion Papers 2018

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.