Bid-Ask Spread Modelling, a Perturbation Approach (Q5746535)
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scientific article; zbMATH DE number 6259471
Language | Label | Description | Also known as |
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English | Bid-Ask Spread Modelling, a Perturbation Approach |
scientific article; zbMATH DE number 6259471 |
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Bid-Ask Spread Modelling, a Perturbation Approach (English)
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19 February 2014
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error theory using Dirichlet forms
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order books
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bid-ask spread
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optimal control problem
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liquidity
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