Liquidity Models in Continuous and Discrete Time (Q5198566)

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scientific article; zbMATH DE number 5936954
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Liquidity Models in Continuous and Discrete Time
scientific article; zbMATH DE number 5936954

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    Liquidity Models in Continuous and Discrete Time (English)
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    8 August 2011
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    liquidity risk
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    optimal execution
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    hedging
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    price impact
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    large trader models
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    utility maximization
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