Narrow search
Showing 1 - 10 of 17,621
Cover Image
A Leland model for delta hedging in central risk books
Muhle-Karbe, Johannes; Wang, Zexin; Webster, Kevin T. - In: Mathematical finance : an international journal of … 33 (2023) 3, pp. 504-547
Persistent link: https://www.econbiz.de/10014329890
Cover Image
Liquidity risk in limit order book markets
Mayston, Daniel (contributor) - 2006
Persistent link: https://www.econbiz.de/10003494297
Cover Image
The effect of limit order book information on investors with different risk attitudes
Wang, Ya-hui; Lai, Chien-Chih - In: The international journal of business and finance … 9 (2015) 1, pp. 113-120
Persistent link: https://www.econbiz.de/10010515350
Cover Image
Liquidität und Konkurrenz
Braun, Thomas - 1998
Persistent link: https://www.econbiz.de/10000993271
Cover Image
Instantaneous order impact and high-frequency strategy optimization in limit order books
Gonzalez, Federico; Schervish, Mark J. - In: Market microstructure and liquidity 3 (2017) 2, pp. 1-31
Persistent link: https://www.econbiz.de/10011923314
Cover Image
Cancellation and uncertainty aversion on limit order books
Large, Jeremy (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001983610
Cover Image
Cancellation and uncertainty aversion on limit order books
Large, Jeremy (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001984061
Cover Image
Risk allocation under liquidity constraints
Csóka, Péter; Herings, Peter Jean-Jacques - 2013
Persistent link: https://www.econbiz.de/10010199466
Cover Image
Risk allocation under liquidity constraints
Csóka, Péter; Herings, Peter Jean-Jacques - 2014
Risk allocation games are cooperative games that are used to attribute the risk of a financial entity to its divisions. In this paper, we extend the literature on risk allocation games by incorporating liquidity considerations. A liquidity policy specifies state-dependent liquidity requirements...
Persistent link: https://www.econbiz.de/10010350439
Cover Image
Fair risk allocation in illiquid markets
Csóka, Péter - 2015
performance evaluation of the divisions. In this paper we use cooperative game theory and simulation to assess the possibility to …
Persistent link: https://www.econbiz.de/10010481803