Financial markets with a large trader
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Publication:1704151
DOI10.1214/17-AAP1295zbMath1408.91191MaRDI QIDQ1704151
Tilmann Blümmel, Thorsten Rheinländer
Publication date: 8 March 2018
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.aoap/1513328713
Related Items (2)
Stability for gains from large investors' strategies in \(M_{1}/J_{1}\) topologies ⋮ An infinite-dimensional model of liquidity in financial markets
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