University of Ulm - Department of Mathematics and Economics
in Total Papers Citations
Market impact model, optimal order execution, limit order book, resilience, time-varying liquidity, price manipulation, transaction-triggered price manipulation
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market impact model, optimal order execution, limit order book, resilience, time‐varying liquidity, price manipulation, transaction‐triggered price manipulation
Delta hedging, Black-Merton-Scholes model, models with jumps
limit order book, market impact model, optimal order execution, profitable round trip trading strategies, resilience, stochastic order book depth, time‐varying liquidity
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