- Weitere Titel
-
Optimale Handelsausführung mit stochastischer Liquidität
- Standort
-
Deutsche Nationalbibliothek Frankfurt am Main
- Umfang
-
Online-Ressource
- Sprache
-
Englisch
- Anmerkungen
-
Berlin, Technische Universtität Berlin, Diss., 2011
- Klassifikation
-
Wirtschaft
- Ereignis
-
Veröffentlichung
- (wo)
-
Berlin
- (wer)
-
Universitätsbibliothek der Technischen Universität Berlin
- (wann)
-
2011
- Urheber
-
Fruth, Antje
- Beteiligte Personen und Organisationen
-
Bank, Peter
- URN
-
urn:nbn:de:kobv:83-opus-31740
- Rechteinformation
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
-
25.03.2025, 13:45 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
Deutsche Nationalbibliothek. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Deutsche Nationalbibliothek. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Hochschulschrift
Beteiligte
- Fruth, Antje
- Bank, Peter
- Universitätsbibliothek der Technischen Universität Berlin
Entstanden
- 2011
Ähnliche Objekte (12)
Optimal execution strategy in liquidity framework
Optimal Trade Execution under Endogenous Order Flow
Optimal Trading with Multiplicative Transient Price Impact for Non-Stochastic or Stochastic Liquidity
Modeling feedback effects with stochastic liquidity
Trade execution in illiquid markets : optimal stochastic control and multi-agent equilibria
Smoothing stochastic bang-bang problems : with application to the optimal execution problem
Smoothing stochastic bang-bang problems : with application to the optimal execution problem
Order Exposure and Liquidity Coordination: Does Hidden Liquidity Harm Price Efficiency?
Order exposure and liquidity coordination: does hidden liquidity harm price efficiency?
Order exposure and liquidity coordination: Does hidden liquidity harm price efficiency?
Limit order book dynamics and asset liquidity
Liquidity risk in limit order book markets
Optimal execution strategy in liquidity framework
Optimal Trade Execution under Endogenous Order Flow
Optimal Trading with Multiplicative Transient Price Impact for Non-Stochastic or Stochastic Liquidity
Modeling feedback effects with stochastic liquidity
Trade execution in illiquid markets : optimal stochastic control and multi-agent equilibria
Smoothing stochastic bang-bang problems : with application to the optimal execution problem
Smoothing stochastic bang-bang problems : with application to the optimal execution problem
Order Exposure and Liquidity Coordination: Does Hidden Liquidity Harm Price Efficiency?
Order exposure and liquidity coordination: does hidden liquidity harm price efficiency?
Order exposure and liquidity coordination: Does hidden liquidity harm price efficiency?
Limit order book dynamics and asset liquidity
Liquidity risk in limit order book markets
Optimal execution strategy in liquidity framework
Optimal Trade Execution under Endogenous Order Flow
Optimal Trading with Multiplicative Transient Price Impact for Non-Stochastic or Stochastic Liquidity
Modeling feedback effects with stochastic liquidity
Trade execution in illiquid markets : optimal stochastic control and multi-agent equilibria
Smoothing stochastic bang-bang problems : with application to the optimal execution problem
Smoothing stochastic bang-bang problems : with application to the optimal execution problem
Order Exposure and Liquidity Coordination: Does Hidden Liquidity Harm Price Efficiency?
Order exposure and liquidity coordination: does hidden liquidity harm price efficiency?
Order exposure and liquidity coordination: Does hidden liquidity harm price efficiency?
Limit order book dynamics and asset liquidity