Arbitrage, the limit order book and market microstructure aspects in financial market models

Jörg Robert Osterrieder

Research output: ThesisPhD Thesis - Research external, graduation external

12 Downloads (Pure)
Original languageEnglish
QualificationDoctor of Philosophy
Awarding Institution
  • ETH Zurich
Supervisors/Advisors
  • Delbaen, Freddy, Supervisor, External person
Publisher
DOIs
Publication statusPublished - 2007
Externally publishedYes

Cite this