Dynamic trading with Markov liquidity switching (Q6165331)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7720579
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Dynamic trading with Markov liquidity switching |
scientific article; zbMATH DE number 7720579 |
Statements
Dynamic trading with Markov liquidity switching (English)
0 references
31 July 2023
0 references
dynamic trading
0 references
Markovian jump system
0 references
matrix Riccati differential system
0 references
Markov switching
0 references
temporary and permanent price impacts
0 references
price distortions
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.7939205765724182
0 references
0.7932315468788147
0 references
0.7846305966377258
0 references
0.7769418954849243
0 references
0.7745091915130615
0 references
