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
The title of a journal, publication series:	In: Econophysics of Order-driven Markets.
Page range:	225-236
Publisher:	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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