Bid-ask dynamic pricing in financial markets with transaction costs and liquidity risk (Q1045982): Difference between revisions
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Revision as of 03:00, 5 March 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)
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21 December 2009
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dynamic price process
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bid ask spreads
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transaction costs
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liquidity risk
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no-arbitrage assumption
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dynamic risk measures
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