Scaling limits for super-replication with transient price impact (Q2174997): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Scaling limits for super-replication with transient price impact |
scientific article |
Statements
Scaling limits for super-replication with transient price impact (English)
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27 April 2020
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binomial model
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liquidity
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scaling limit
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super-replication
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transient price impact
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