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Uncertain execution in order-driven markets
Sánchez-Betancourt, Leandro - 2021
Persistent link: https://www.econbiz.de/10012939003
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Strategic market making and risk sharing
Boco, Hervé; Germain, Laurent; Rousseau, Fabrice - In: Journal of mathematical finance 7 (2017) 1, pp. 144-179
Persistent link: https://www.econbiz.de/10011658456
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Cancellation and uncertainty aversion on limit order books
Large, Jeremy (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001983610
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Cancellation and uncertainty aversion on limit order books
Large, Jeremy (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001984061
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A Leland model for delta hedging in central risk books
Muhle-Karbe, Johannes; Wang, Zexin; Webster, Kevin T. - In: Mathematical finance : an international journal of … 33 (2023) 3, pp. 504-547
Persistent link: https://www.econbiz.de/10014329890
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Liquidität und Konkurrenz
Braun, Thomas - 1998
Persistent link: https://www.econbiz.de/10000993271
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An empirical analysis of non-execution and picking-off risks on the Tokyo Stock Exchange
Yamamoto, Ryuichi - In: Journal of empirical finance 29 (2014), pp. 369-383
Persistent link: https://www.econbiz.de/10011300454
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Floors, dealer markets and limit order markets
Biais, Bruno; Foucault, Thierry; Salanié, François - In: Journal of financial markets 1 (1998) 3/4, pp. 253-284
Persistent link: https://www.econbiz.de/10001426539
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Pricing fx forwards in OTC markets - new evidence for the pricing mechanism when faced with counterparty risk
Leonhardt, A.; Rathgeber, Andreas W.; Stadler, Johannes; … - In: Applied economics 47 (2015) 25/27, pp. 2860-2877
Persistent link: https://www.econbiz.de/10010519848
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Liquidity risk in limit order book markets
Mayston, Daniel (contributor) - 2006
Persistent link: https://www.econbiz.de/10003494297