MARKET PRICE OF TRADING LIQUIDITY RISK AND MARKET DEPTH (Q5210916): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.04565
@@ Property / arXiv ID: 1912.04565 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal Trading with Stochastic Liquidity and Volatility
+Normal rank
@@ Property / cites work @@
+Liquidity risk and arbitrage pricing theory
@@ Property / cites work: Liquidity risk and arbitrage pricing theory / rank @@
+Normal rank
@@ Property / cites work @@
+TRANSIENT LINEAR PRICE IMPACT AND FREDHOLM INTEGRAL EQUATIONS
+Normal rank
@@ Property / cites work @@
+Dynamic Hedging Under Jump Diffusion with Transaction Costs
+Normal rank
@@ Property / cites work @@
+Continuous Auctions and Insider Trading
@@ Property / cites work: Continuous Auctions and Insider Trading / rank @@
+Normal rank
@@ Property / cites work @@
+Option pricing with an illiquid underlying asset market
+Normal rank
@@ Property / Wikidata QID @@
+Q126812785
@@ Property / Wikidata QID: Q126812785 / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W3098100945
@@ Property / OpenAlex ID: W3098100945 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:5210916