A model for a large investor trading at market indifference prices. II: Continuous-time case. (Q748319)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A model for a large investor trading at market indifference prices. II: Continuous-time case. |
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A model for a large investor trading at market indifference prices. II: Continuous-time case. (English)
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20 October 2015
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Bertrand competition
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contingent claims
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equilibrium
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indifference prices
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liquidity
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large investor
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Pareto allocation
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price impact
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saddle functions
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nonlinear stochastic integral
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random field
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