Pricing European options in a discrete time model for the limit order book (Q2283686): Difference between revisions
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Revision as of 07:34, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing European options in a discrete time model for the limit order book |
scientific article |
Statements
Pricing European options in a discrete time model for the limit order book (English)
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13 January 2020
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limit order book
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hedging
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pricing
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arbitrage
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liquidity
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mathematical model
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