TRANSIENT LINEAR PRICE IMPACT AND FREDHOLM INTEGRAL EQUATIONS (Q4906522)
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scientific article; zbMATH DE number 6139576
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | TRANSIENT LINEAR PRICE IMPACT AND FREDHOLM INTEGRAL EQUATIONS |
scientific article; zbMATH DE number 6139576 |
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TRANSIENT LINEAR PRICE IMPACT AND FREDHOLM INTEGRAL EQUATIONS (English)
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28 February 2013
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transient price impact
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market impact model
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optimal order execution
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price manipulation
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transaction-triggered price manipulation
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Fredholm integral equation
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