Bid-ask dynamic pricing in financial markets with transaction costs and liquidity risk (Q1045982): Difference between revisions

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Latest revision as of 08:20, 2 July 2024

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Bid-ask dynamic pricing in financial markets with transaction costs and liquidity risk
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    Bid-ask dynamic pricing in financial markets with transaction costs and liquidity risk (English)
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    21 December 2009
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    dynamic price process
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    bid ask spreads
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    transaction costs
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    liquidity risk
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    no-arbitrage assumption
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    dynamic risk measures
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