Monografie
Stochastic control in limit order markets : curve following, portfolio liquidation and derivative valuation
- Sprache
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Englisch
- Anmerkungen
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Berlin, Humboldt Universität zu Berlin, Diss., 2011
- Identifier
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1017494606
Thema
Wertpapierhandel; Kapitalmarkt; Liquidität; Stochastischer Prozess; Kontrolltheorie; Portfolio Selection; Derivat; Termingeschäft; Optionspreistheorie; Hochschulschrift
Beteiligte Personen und Organisationen
- URN
- Rechteinformation
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Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
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26.01.2023, 13:57 MEZ
Objekttyp
- Monografie
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