搜索结果: 1-2 共查到“经济学 large investor”相关记录2条 . 查询时间(0.091 秒)
Pricing in an equilibrium based model for a large investor
large investor liquidity utility optimization equilibrium
2010/10/21
We study a financial model with a non-trivial price impact effect. In this model we consider the interaction of a large investor trading in an illiquid security, and a market maker who is quoting pric...
Hedging in an equilibrium-based model for a large investor
large investor liquidity utility optimization equilibrium
2010/11/2
We study a financial model with a non-trivial price impact effect.In this model we consider the interaction of a large investor trading in an illiquid security, and a market maker who is quoting price...