A repo model of fire sales with VWAP and LOB pricing mechanisms.

Maxim Bichuch Zachary Feinstein

Published in: Eur. J. Oper. Res. (2022)

Keyphrases

computational model
computational models
case study
cost function
probabilistic model
theoretical framework
mathematical model
expert systems
management system
theoretical analysis
process model
statistical model
experimental data
formal model