Bid-ask dynamic pricing in financial markets with transaction costs and liquidity risk (Q1045982): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Changed an Item |
||
| Property / arXiv ID | |||
| Property / arXiv ID: math/0703074 / rank | |||
Normal rank | |||
Revision as of 19:53, 18 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bid-ask dynamic pricing in financial markets with transaction costs and liquidity risk |
scientific article |
Statements
Bid-ask dynamic pricing in financial markets with transaction costs and liquidity risk (English)
0 references
21 December 2009
0 references
dynamic price process
0 references
bid ask spreads
0 references
transaction costs
0 references
liquidity risk
0 references
no-arbitrage assumption
0 references
dynamic risk measures
0 references
