A simple microstructural explanation of the concavity of price impact
Year of publication: |
2021
|
---|---|
Authors: | Nadtochiy, Sergey |
Published in: |
Mathematical Finance. - Wiley, ISSN 1467-9965, ZDB-ID 1481288-5. - Vol. 32.2021, 1 (09.06.), p. 78-113
|
Publisher: |
Wiley |
Saved in:
Online Resource
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