Exponential resilience and decay of market impact


Gatheral, Jim ; Schied, Alexander ; Slynko, Alla


Document Type: Book chapter
Year of publication: 2011
Book title: Econophysics of Order-driven Markets
Page range: 225-236
Author/Publisher of the book
(only the first ones mentioned)
:
Abergel, Frédéric
Place of publication: Milano
Publishing house: Springer Milan
ISBN: 978-88-470-1765-8
Publication language: English
Institution: School of Business Informatics and Mathematics > Wirtschaftsmathematik I (Schied)
Subject: 510 Mathematics

Dieser Eintrag ist Teil der Universitätsbibliographie.




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


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