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~subject:"Marktmikrostruktur"
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Marktmikrostruktur
Option pricing theory
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International journal of financial engineering
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Competitive inventory management in Treasury markets
Chatrath, Arjun
;
Christie-David, Rohan
;
Lee, Kiseop
; …
- In:
Journal of banking & finance
33
(
2009
)
5
,
pp. 800-809
Persistent link: https://www.econbiz.de/10003836415
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2
The effect of limit order flows at the best quotes on price changes
Hyun, ChongSeok
;
Park, Jeongsook
;
Lee, Kiseop
- In:
Risk and decision analysis
6
(
2015/2016
)
1
,
pp. 23-36
Persistent link: https://www.econbiz.de/10011573717
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Optimal execution with liquidity risk in a diffusive order book market
Lee, Hyoeun
;
Lee, Kiseop
- In:
International journal of financial engineering
10
(
2023
)
3
,
pp. 1-32
Persistent link: https://www.econbiz.de/10014444510
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