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Tao Zhang
Publication Activity (10 Years)
Years Active: 2017-2019
Publications (10 Years): 2
Top Topics
Game Theory
Incomplete Information
High Frequency Components
Multiscale
Top Venues
Math. Oper. Res.
SIAM J. Financial Math.
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Publications
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Alexander Schied
,
Tao Zhang
A Market Impact Game Under Transient Price Impact.
Math. Oper. Res.
44 (1) (2019)
Alexander Schied
,
Elias Strehle
,
Tao Zhang
High-Frequency Limit of Nash Equilibria in a Market Impact Game with Transient Price Impact.
SIAM J. Financial Math.
8 (1) (2017)