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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