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Applied mathematical finance
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The tick-by-tick dynamical consistency of price impact in limit order books
Challet, Damien
- In:
Applied mathematical finance
18
(
2011
)
3/4
,
pp. 189-205
Persistent link: https://www.econbiz.de/10009381942
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Sharper asset ranking from total drawdown durations
Challet, Damien
- In:
Applied mathematical finance
24
(
2017
)
1/2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011746991
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3
The Tick-by-Tick Dynamical Consistency of Price Impact in Limit Order Books
Challet, Damien
- In:
Applied mathematical finance
18
(
2011
)
3
,
pp. 189-206
Persistent link: https://www.econbiz.de/10009165444
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