Scaling limits for super-replication with transient price impact (Q2174997)

From MaRDI portal
Revision as of 01:57, 2 February 2024 by Import240129110113 (talk | contribs) (Added link to MaRDI item.)
scientific article
Language Label Description Also known as
English
Scaling limits for super-replication with transient price impact
scientific article

    Statements

    title
    Scaling limits for super-replication with transient price impact (English)
    0 references
    DOI
    10.3150/19-BEJ1189
    0 references
    author
    Peter Bank
    0 references
    Yan Dolinsky
    0 references
    published in
    Bernoulli
    0 references
    publication date
    27 April 2020
    0 references
    zbMATH DE Number
    7193956
    0 references
    zbMATH Keywords
    binomial model
    0 references
    liquidity
    0 references
    scaling limit
    0 references
    super-replication
    0 references
    transient price impact
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q2174997&oldid=14695918"
    Powered by MediaWiki