Multivariate transient price impact and matrix-valued positive definite functions

DOI:	https://doi.org/10.1287/moor.2015.0761
URL:	http://pubsonline.informs.org/doi/pdf/10.1287/moor...
Additional URL:	https://arxiv.org/abs/1310.4471
Document Type:	Article
Year of publication:	2016
The title of a journal, publication series:	Mathematics of operations research
Volume:	41
Issue number:	3
Page range:	914-934
Place of publication:	Hanover, MD
Publishing house:	INFORMS
ISSN:	0364-765X , 1526-5471
Publication language:	English
Institution:	School of Business Informatics and Mathematics > Wirtschaftsmathematik I (Schied)
Subject:	510 Mathematics

Dieser Eintrag ist Teil der Universitätsbibliographie.

BASE: Alfonsi, Aurélien ; Klöck, Florian ; Schied, Alexander

Google Scholar: Alfonsi, Aurélien ; Klöck, Florian ; Schied, Alexander

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