A model for a large investor trading at market indifference prices. II: Continuous-time case. (Q748319)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A model for a large investor trading at market indifference prices. II: Continuous-time case. |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A model for a large investor trading at market indifference prices. II: Continuous-time case. |
scientific article |
Statements
A model for a large investor trading at market indifference prices. II: Continuous-time case. (English)
0 references
20 October 2015
0 references
Bertrand competition
0 references
contingent claims
0 references
equilibrium
0 references
indifference prices
0 references
liquidity
0 references
large investor
0 references
Pareto allocation
0 references
price impact
0 references
saddle functions
0 references
nonlinear stochastic integral
0 references
random field
0 references
0 references
0 references
