Pricing European options in a discrete time model for the limit order book (Q2283686)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing European options in a discrete time model for the limit order book |
scientific article |
Statements
Pricing European options in a discrete time model for the limit order book (English)
0 references
13 January 2020
0 references
limit order book
0 references
hedging
0 references
pricing
0 references
arbitrage
0 references
liquidity
0 references
mathematical model
0 references
