Strategic trading in illiquid markets.

DOI10.1007/B137407zbMATH Open1065.91020OpenAlexW647510059MaRDI QIDQ1774491

Burkart Mönch

Publication date: 10 May 2005

Published in: Lecture Notes in Economics and Mathematical Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/b137407

zbMATH Keywords

trading strategylimit ordericeberg (hidden) orderil(liquid) marketmarket order

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Trade models (91B60) Auctions, bargaining, bidding and selling, and other market models (91B26)

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