A system of quadratic BSDEs arising in a price impact model (Q292906): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 23:56, 4 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A system of quadratic BSDEs arising in a price impact model |
scientific article |
Statements
A system of quadratic BSDEs arising in a price impact model (English)
0 references
9 June 2016
0 references
quadratic backward stochastic differential equations
0 references
financial model
0 references
price impact
0 references
liquidity
0 references
