Transient Linear Price Impact and Fredholm Integral Equations
Year of publication: |
2011
|
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Authors: | Gatheral, Jim |
Other Persons: | Schied, Alexander (contributor) ; Slynko, Alla (contributor) |
Publisher: |
[2011]: [S.l.] : SSRN |
Subject: | Wertpapierhandel | Securities trading | Theorie | Theory | Analysis | Mathematical analysis | Börsenkurs | Share price |
Extent: | 1 Online-Ressource (30 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Mathematical Finance, Forthcoming Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 30, 2010 erstellt |
Source: | ECONIS - Online Catalogue of the ZBW |
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