Strategic trading in illiquid markets
By: Burkart Mönch.
Series: Lecture notes in economics and mathematical systems -- 553
Publisher: Springer
Published: 2005
Place of publication: Berlin; New York
Language: eng
Number of pages: 116
Subjects: Stocks -- Prices -- Mathematical models.; Liquidity (Economics) -- Mathematical models.; Options (Finance) -- Mathematical models.; Derivative securities -- Mathematical models.
Notes: Thesis (doctoral)--Johann Wolfgang Goethe-University, 2004.

Includes bibliographical references.
Table of contents: title: Modeling feedback effects with stochastic liquidity; title: Optimal liquidation strategies; title: The navigation of an iceberg : the optimal use of hidden orders.