On Proportional Excess for NTU Games
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References listed on IDEAS
- Aitken, Michael & Cumming, Douglas & Zhan, Feng, 2015.
"High frequency trading and end-of-day price dislocation,"
Journal of Banking & Finance,
Elsevier, vol. 59(C), pages 330-349.
- Aitken, Michael & Cumming, Douglas & Zhan, Feng, 2013. "High frequency trading and end-of-day price dislocation," CFS Working Paper Series 2013/16, Center for Financial Studies (CFS).
- Michael R. King & Carol Osler & Dagfinn Rime, 2011. "Foreign exchange market structure, players and evolution," Working Paper 2011/10, Norges Bank.
- Michael Kearns & Alex Kulesza & Yuriy Nevmyvaka, 2010. "Empirical Limitations on High Frequency Trading Profitability," Papers 1007.2593, arXiv.org, revised Sep 2010.
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Keywordscooperative NTU games; excess function; nucleolus; prenucleolus; (Minkowski) gauge function;
- C71 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - Cooperative Games
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