Liquidity and the marginal value of information (Q2447144)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Liquidity and the marginal value of information |
scientific article |
Statements
Liquidity and the marginal value of information (English)
0 references
24 April 2014
0 references
market microstructure
0 references
liquidity
0 references
information
0 references
Doob \(h\)-transform
0 references