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Number of items: 4.

Article

Gatheral, Jim ; Schied, Alexander ; Slynko, Alla (2012) Transient linear price impact and Fredholm integral equations. Mathematical Finance Malden, Mass. [u.a.] 22 3 445-474 [Article]

Alfonsi, Aurélien ; Schied, Alexander ; Slynko, Alla (2012) Order Book Resilience, Price Manipulation and the Positive Portfolio Problem. SIAM Journal on Financial Mathematics : SIFIN Philadelphia, Pa. 3 1 511-533 [Article]

Book chapter

Gatheral, Jim ; Schied, Alexander ; Slynko, Alla (2011) Exponential resilience and decay of market impact. Abergel, Frédéric Econophysics of Order-driven Markets In: Econophysics of Order-driven Markets. Milano 225-236 [Book chapter]

Schied, Alexander ; Slynko, Alla (2011) Some mathematical aspects of market impact modeling. Blath, Jochen Surveys in Stochastic Processes EMS Series of Congress Reports Zürich 153-179 [Book chapter]

This list was created automatically on Sat Dec 4 04:50:13 2021 CET