Derivatives pricing with market impact and limit order book (Q1678624)
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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)
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17 November 2017
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stochastic control
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application in finance
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derivatives pricing
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