Bid-Ask Spread Modelling, a Perturbation Approach (Q5746535)
From MaRDI portal
scientific article; zbMATH DE number 6259471
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bid-Ask Spread Modelling, a Perturbation Approach |
scientific article; zbMATH DE number 6259471 |
Statements
Bid-Ask Spread Modelling, a Perturbation Approach (English)
0 references
19 February 2014
0 references
error theory using Dirichlet forms
0 references
order books
0 references
bid-ask spread
0 references
optimal control problem
0 references
liquidity
0 references
