• Media type: E-Article
  • Title: Efficiency of the price formation process in presence of high frequency participants: a mean field game analysis
  • Contributor: Lachapelle, Aimé; Lasry, Jean-Michel; Lehalle, Charles-Albert; Lions, Pierre-Louis
  • Published: Springer Science and Business Media LLC, 2016
  • Published in: Mathematics and Financial Economics, 10 (2016) 3, Seite 223-262
  • Language: English
  • DOI: 10.1007/s11579-015-0157-1
  • ISSN: 1862-9679; 1862-9660
  • Origination:
  • Footnote: