Multivariate transient price impact and matrix-valued positive definite functions


Alfonsi, Aurélien ; Klöck, Florian ; Schied, Alexander


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.




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Alfonsi, Aurélien ; Klöck, Florian ; Schied, Alexander (2016) Multivariate transient price impact and matrix-valued positive definite functions. Mathematics of operations research Hanover, MD 41 3 914-934 [Article]


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