The optimal limit prices of limit orders under an extended geometric brownian motion with bankruptcy risk

Keyphrases

• Asset Price Model 16%
• Bankruptcy Risk 100%
• Brownian Motion Model 16%
• COVID-19 Pandemic 16%
• Economic Crisis 16%
• Financial Markets 16%
• Geometric Brownian Motion 100%
• Limit Orders 100%
• Limit Price 100%
• Profit Function 16%
• Selling 16%
• Sensitivity Analysis 16%
• Trading Strategy 33%
• Underlying Asset 16%

Economics, Econometrics and Finance

• Bankruptcy 100%
• Economic Recession 16%
• Financial Market 16%
• Levy Process 100%
• Price 100%

Mathematics

• Asset Price 25%
• Brownian Motion Model 25%
• Explicit Expression 25%
• Geometric Brownian Motion 100%
• Underlying Asset 25%