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Nash equilibria for relative investors with (non)linear price impact

Fuente: arXiv

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Bibliographic Details
Main Authors:	Bäuerle, Nicole, Göll, Tamara
Format:	Preprint
Published:	2023
Subjects:	Optimization and Control Mathematical Finance 91A35, 91A16, 91G20
Online Access:	Acceder al recurso
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