scientific article

Publication date: 7 March 2016

Full work available at URL: https://www.crcpress.com/The-Financial-Mathematics-of-Market-Liquidity-From-Optimal-Execution-to/Gueant/p/book/9781498725477

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Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Derivative securities (option pricing, hedging, etc.) (91G20) Portfolio theory (91G10)

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