Financial markets with a large trader
type: Item
instance of: scholarly article
title: Financial markets with a large trader
zbMATH Open document ID: 1408.91191
DOI: 10.1214/17-AAP1295
author: Tilmann Blümmel
author: Thorsten Rheinländer
published in: The Annals of Applied Probability
publication date: 2018-03-08T00:00:00Z
full work available at URL: https://projecteuclid.org/euclid.aoap/1513328713
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 60H05
Mathematics Subject Classification ID: 60G48
zbMATH DE Number: 6848278
zbMATH Keywords: large trader
zbMATH Keywords: limit order book
zbMATH Keywords: no arbitrage
zbMATH Keywords: nonlinear stochastic integration
zbMATH Keywords: portfolio optimization
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 6848278