Derivatives pricing with market impact and limit order book (Q1678624)
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scientific article; zbMATH DE number 6808555
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Derivatives pricing with market impact and limit order book |
scientific article; zbMATH DE number 6808555 |
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Derivatives pricing with market impact and limit order book (English)
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17 November 2017
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stochastic control
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application in finance
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derivatives pricing
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0.86201185
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0.83890367
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0.83803946
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