The dampening effect of iceberg orders on small traders' welfare, a real options perspective
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Publication:1682603
DOI10.1007/S10436-017-0304-1zbMath1411.91604OpenAlexW2743649695WikidataQ59612834 ScholiaQ59612834MaRDI QIDQ1682603
Polina Kovaleva, Laura Delaney
Publication date: 30 November 2017
Published in: Annals of Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10436-017-0304-1
Stopping times; optimal stopping problems; gambling theory (60G40) Corporate finance (dividends, real options, etc.) (91G50) Portfolio theory (91G10)
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Cites Work
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