Self-financing strategy expression in general shape limit order book with market impacts in continuous time
Taiga Saito
| Year of publication: |
2015
|
|---|---|
| Authors: | Saito, Taiga |
| Published in: |
International journal of financial engineering. - New Jersey : World Scientific, ISSN 2424-7863, ZDB-ID 2832504-7. - Vol. 2.2015, 3, p. 1-19
|
| Subject: | Liquidity risk | self-financing trading strategy | market impacts | Wertpapierhandel | Securities trading | Börsenkurs | Share price | Portfolio-Management | Portfolio selection | Theorie | Theory | Geld-Brief-Spanne | Bid-ask spread | Marktliquidität | Market liquidity |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011403204