Derivatives pricing with market impact and limit order book (Q1678624): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
Set OpenAlex properties.
Property / OpenAlex ID
 
Property / OpenAlex ID: W3021713328 / rank
 
Normal rank

Revision as of 19:36, 19 March 2024

scientific article
Language Label Description Also known as
English
Derivatives pricing with market impact and limit order book
scientific article

    Statements

    Derivatives pricing with market impact and limit order book (English)
    0 references
    0 references
    0 references
    0 references
    17 November 2017
    0 references
    stochastic control
    0 references
    application in finance
    0 references
    derivatives pricing
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references