Pages that link to "Item:Q2873532"
From MaRDI portal
The following pages link to Reduced form modeling of limit order markets (Q2873532):
Displaying 8 items.
- Bilateral exchange and competitive equilibrium (Q255173) (← links)
- Convex duality in optimal investment under illiquidity (Q484140) (← links)
- Introduction to convex optimization in financial markets (Q715237) (← links)
- What drives the sensitivity of limit order books to company announcement arrivals? (Q1782389) (← links)
- Dual representation of superhedging costs in illiquid markets (Q1938969) (← links)
- Optimal investment and contingent claim valuation in illiquid markets (Q2255004) (← links)
- SUPERHEDGING IN ILLIQUID MARKETS (Q3008489) (← links)
- Approximation and comparison of the empirical liquidity cost function for various futures contracts (Q6117560) (← links)