Mönch, Burkart
Strategic Trading in Illiquid Markets
Table of contents
1. Introduction
2. Modeling Feedback Effects with Stochastic Liquidity
3. Optimal Liquidation Strategies
4. The Navigation of an Iceberg: The Optimal Use of Hidden Orders
DRM-restrictions
Printing: not available
Clipboard copying: not available
Keywords: BUSINESS & ECONOMICS / Management Science BUS042000
- Author(s)
- Mönch, Burkart
- Publisher
- Springer
- Publication year
- 2005
- Language
- en
- Edition
- 1
- Category
- Economy
- Format
- Ebook
- eISBN (PDF)
- 9783540263159
