Pages that link to "Item:Q1678624"
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The following pages link to Derivatives pricing with market impact and limit order book (Q1678624):
Displaying 7 items.
- Asset liquidity and the valuation of derivative securities (Q442747) (← links)
- Trading strategy with stochastic volatility in a limit order book market (Q777935) (← links)
- Derivatives pricing with market impact and limit order book (Q1678624) (← links)
- Stochastic differential game in high frequency market (Q1737914) (← links)
- Optimal portfolio execution problem with stochastic price impact (Q2288736) (← links)
- The price impact of order book events: market orders, limit orders and cancellations (Q2873559) (← links)
- Dynamic trading with Markov liquidity switching (Q6165331) (← links)