Transient linear price impact and Fredholm integral equations
Year of publication: |
2012
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Authors: | Gatheral, Jim ; Schied, Alexander ; Slynko, Alla |
Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 22.2012, 3, p. 445-474
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Subject: | Wertpapierhandel | Securities trading | Börsenkurs | Share price | Analysis | Mathematical analysis | Theorie | Theory |
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