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scientific article; zbMATH DE number 5361721
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | No label defined |
scientific article; zbMATH DE number 5361721 |
Statements
4 November 2008
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liquidity risk
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optimal portfolio liquidation
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limit order book with resilience
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call auction
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market impact model
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constrained trading strategies
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market order
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0.8881697
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0.8790787
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0.8750677
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0.8736645
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0.8701281
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0.8596529
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0.85863554
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0.85574055
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0.85539764
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