Dynamic trading with Markov liquidity switching (Q6165331)
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scientific article; zbMATH DE number 7720579
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Dynamic trading with Markov liquidity switching |
scientific article; zbMATH DE number 7720579 |
Statements
Dynamic trading with Markov liquidity switching (English)
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31 July 2023
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dynamic trading
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Markovian jump system
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matrix Riccati differential system
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Markov switching
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temporary and permanent price impacts
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price distortions
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0.7939205765724182
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0.7932315468788147
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0.7846305966377258
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0.7769418954849243
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0.7745091915130615
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