The limit order books game represented as an extensive form game, which can be zero-sum iff the initial inventories are opposites, and can be solved using backward induction.
Limit order books game as an extensive form game to solve using backward induction
The limit order books game represented as an extensive form game, which can be zero-sum iff the initial inventories are opposites, and can be solved using backward induction.
Limit order books game as an extensive form game to solve using backward induction