Mini-flash crashes, model risk, and optimal execution
Year of publication: |
2018
|
---|---|
Authors: | Bayraktar, Erhan ; Munk, Alexander |
Published in: |
Market microstructure and liquidity. - New Jersey : World Scientific, ISSN 2382-6266, ZDB-ID 2880405-3. - Vol. 4.2018, 1/2, p. 1-44
|
Subject: | Flash crash | model error | optimal execution | USA | United States | Risikomanagement | Risk management | Theorie | Theory | Finanzkrise | Financial crisis |
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