搜索结果: 1-2 共查到“国际金融学 impact”相关记录2条 . 查询时间(0.14 秒)
A Theory for Market Impact: How Order Flow Affects Stock Price
Theory Market Impact Order Flow Affects Stock Price
2010/12/17
It is known that the impact of transactions on stock price (market impact) is a concave function of the size of the order, but there exists little quantitative theory that suggests why this is so. I ...
Risk Premium Impact in the Perturbative Black Scholes Model
Risk Premium Impact Perturbative Black Scholes Model
2010/12/20
We study the risk premium impact in the Perturbative Black Scholes model. The Perturbative Black Scholes model, developed by Scotti, is a subjective volatility model based on the classical Black Schol...