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Cross-impact and no-dynamic-arbitrage - MaRDI portal

Cross-impact and no-dynamic-arbitrage (Q4628040)

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scientific article; zbMATH DE number 7032865
Language Label Description Also known as
English
Cross-impact and no-dynamic-arbitrage
scientific article; zbMATH DE number 7032865

    Statements

    title
    Cross-impact and no-dynamic-arbitrage (English)
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    publication date
    6 March 2019
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    zbMATH Keywords
    market microstructure
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    market impact
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    price manipulation
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    cross-impact
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    fixed-income markets
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    MOT
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    Identifiers

    zbMATH DE Number
    7032865
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    OpenAlex ID
    W2567583103
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    arXiv ID
    1612.07742
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    Wikidata QID
    Q129712197
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