A prototype model of speculative dynamics with position-based trading (Q2270567)
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scientific article; zbMATH DE number 5587527
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| default for all languages | No label defined |
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| English | A prototype model of speculative dynamics with position-based trading |
scientific article; zbMATH DE number 5587527 |
Statements
A prototype model of speculative dynamics with position-based trading (English)
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28 July 2009
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asset pricing
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market maker risk aversion
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misalignment
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neutral delay-differential equation
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0.778515636920929
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0.7728480696678162
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0.7722852826118469
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0.7699164152145386
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0.7549360990524292
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