Competition in Dealer Markets with Internalisation and Externalisation

By Robert Boyce, Eyal Neuman

Published 2026-06-05

Everscope rating

1921.9

Relevance to quantitative trading

8 / 10

Implementation complexity

8 / 10

Reproducibility

3 / 5

About this paper

Methodology: Variational approach for Nash equilibrium in stochastic games. Problem types: Market Making, Algorithmic Execution, Risk Management, Optimization, Game Theory.

arXiv:2606.06413 · Paper rankings

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