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Optimal placement in a limit order book : an analytical approach
Guo, Xin
;
Larrard, Adrien de
;
Ruan, Zhao
- In:
Mathematics and financial economics
11
(
2017
)
2
,
pp. 189-213
Persistent link: https://www.econbiz.de/10011900541
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2
Martingale problem under nonlinear expectations
Guo, Xin
;
Pan, Chen
;
Peng, Shige
- In:
Mathematics and financial economics
12
(
2018
)
2
,
pp. 135-164
Persistent link: https://www.econbiz.de/10011963738
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