Liquidity Models in Continuous and Discrete Time (Q5198566): Difference between revisions
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Revision as of 04:01, 22 February 2024
scientific article; zbMATH DE number 5936954
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Liquidity Models in Continuous and Discrete Time |
scientific article; zbMATH DE number 5936954 |
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Liquidity Models in Continuous and Discrete Time (English)
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8 August 2011
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liquidity risk
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optimal execution
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hedging
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price impact
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large trader models
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utility maximization
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