Monografie
Stochastic control in limit order markets : curve following, portfolio liquidation and derivative valuation
- Language
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Englisch
- Notes
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Berlin, Humboldt Universität zu Berlin, Diss., 2011
- Identifier
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1017494606
Subject
Wertpapierhandel; Kapitalmarkt; Liquidität; Stochastischer Prozess; Kontrolltheorie; Portfolio Selection; Derivat; Termingeschäft; Optionspreistheorie; Hochschulschrift
Contributor
- URN
- Rights
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
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26.01.2023, 1:57 PM CET
Object type
- Monografie
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