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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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]


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