Pricing in an equilibrium based model for a large investor

DOI10.1007/s11579-011-0041-6zbMath1255.91128arXiv1007.3316OpenAlexW2161355953MaRDI QIDQ1932553

David German

Publication date: 20 January 2013

Published in: Mathematics and Financial Economics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1007.3316

zbMATH Keywords

equilibriumliquiditylarge investorutility optimization

Mathematics Subject Classification ID

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Cites Work

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