A liquidity-based model for asset price bubbles (Q2873554)
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scientific article; zbMATH DE number 6250094
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A liquidity-based model for asset price bubbles |
scientific article; zbMATH DE number 6250094 |
Statements
A liquidity-based model for asset price bubbles (English)
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24 January 2014
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anomalies in prices
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liquidity modeling
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continuous-time models
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incomplete markets
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bubbles
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limit order books
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0.8335245847702026
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0.7953635454177856
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0.7865075469017029
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0.7858942151069641
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0.7748386859893799
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