A fully consistent, minimal model for non-linear market impact (Q4683067)
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scientific article; zbMATH DE number 6939274
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A fully consistent, minimal model for non-linear market impact |
scientific article; zbMATH DE number 6939274 |
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A fully consistent, minimal model for non-linear market impact (English)
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19 September 2018
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market microstructure
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price formation
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market impact model
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reaction-diffusion
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limit order book
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non-arbitrage
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