Price impact equilibrium with transaction costs and TWAP trading (Q2120598)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Price impact equilibrium with transaction costs and TWAP trading |
scientific article |
Statements
Price impact equilibrium with transaction costs and TWAP trading (English)
0 references
1 April 2022
0 references
transaction costs
0 references
price impact
0 references
equilibrium
0 references
targeted trading
0 references
TWAP
0 references
incompleteness
0 references
trading frictions
0 references