Transient linear price impact and Fredholm integral equations

Gatheral, Jim ; Schied, Alexander ; Slynko, Alla

DOI:	https://doi.org/10.1111/j.1467-9965.2011.00478.x
URL:	http://onlinelibrary.wiley.com/doi/10.1111/j.1467-...
Document Type:	Article
Year of publication:	2012
The title of a journal, publication series:	Mathematical Finance
Volume:	22
Issue number:	3
Page range:	445-474
Place of publication:	Malden, Mass. [u.a.]
Publishing house:	Wiley-Blackwell
ISSN:	0960-1627
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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