Bid-Ask Spread Modelling, a Perturbation Approach (Q5746535): Difference between revisions

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Latest revision as of 09:29, 7 July 2024

scientific article; zbMATH DE number 6259471
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English
Bid-Ask Spread Modelling, a Perturbation Approach
scientific article; zbMATH DE number 6259471

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    Bid-Ask Spread Modelling, a Perturbation Approach (English)
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    19 February 2014
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    error theory using Dirichlet forms
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    order books
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    bid-ask spread
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    optimal control problem
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    liquidity
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