On Nonlinear Models of Markets with Finite Liquidity: Some Cautionary Notes (Q5392360)
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scientific article; zbMATH DE number 5876584
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Nonlinear Models of Markets with Finite Liquidity: Some Cautionary Notes |
scientific article; zbMATH DE number 5876584 |
Statements
On Nonlinear Models of Markets with Finite Liquidity: Some Cautionary Notes (English)
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8 April 2011
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option valuation
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numerical techniques
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nonlinear finance
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illiquid markets
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price impact
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market feedback
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asymptotic analysis
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