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.