Tao Zhang

Affiliations:

According to our database¹, Tao Zhang authored at least 2 papers between 2017 and 2019.

Collaborative distances:

Timeline

Book In proceedings Article PhD thesis Dataset Other

2019

A Market Impact Game Under Transient Price Impact.

[DOI]

Math. Oper. Res., 2019

2017

High-Frequency Limit of Nash Equilibria in a Market Impact Game with Transient Price Impact.

[DOI]

SIAM J. Financial Math., 2017