The self-financing equation in limit order book markets
Year of publication: |
2019
|
---|---|
Authors: | Carmona, René ; Webster, Kevin |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 23.2019, 3, p. 729-759
|
Subject: | Self-financing equation | Limit order book markets | Theorie | Theory | Wertpapierhandel | Securities trading | Börsenkurs | Share price | Börse | Bourse |
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