The Price of Friction: How Transaction Costs Change the Strategic Trading Game Post date September 23, 2025 Post author By Economic Hedging Technology Post categories In fbsde, market-microstructure, mathemathical-finance, nash-equilibrium, price-impact, quantitative-finance, stochastic-control, transaction-costs
Nash Equilibrium and Revealed Risk Exposure with Endogenous Price Impact Post date September 23, 2025 Post author By Economic Hedging Technology Post categories In equilibrium-modeling, game-theory, market-microstructure, mathemathical-finance, nash-equilibrium, price-impact, quantitative-finance, stochastic-control
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