Bid-ask dynamic pricing in financial markets with transaction costs and liquidity risk (Q1045982)
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scientific article; zbMATH DE number 5650755
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| English | Bid-ask dynamic pricing in financial markets with transaction costs and liquidity risk |
scientific article; zbMATH DE number 5650755 |
Statements
Bid-ask dynamic pricing in financial markets with transaction costs and liquidity risk (English)
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21 December 2009
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dynamic price process
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bid ask spreads
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transaction costs
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liquidity risk
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no-arbitrage assumption
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dynamic risk measures
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0.8003354072570801
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0.7723604440689087
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0.7646480202674866
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0.763435959815979
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0.763435959815979
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