German, David
- A No-Arbitrage Model of Liquidity in Financial Markets involving Brownian Sheets
2012/06/21 by David German, German, David, Henry Schellhorn +1 · 1 citation
Economics, Econometrics and Finance · #Computational Finance (q-fin.CP) #Economic theories and models #FOS: Economics and business #Financial Markets and Investment Strategies #Pricing of Securities (q-fin.PR) #Stochastic processes and financial applications #Trading and Market Microstructure (q-fin.TR) #q-fin.CP #q-fin.PR #q-fin.TR