Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
PRICE IMPACT OF LARGE ORDERS USING HAWKES PROCESSES - MaRDI portal

PRICE IMPACT OF LARGE ORDERS USING HAWKES PROCESSES (Q4966641)

From MaRDI portal
scientific article; zbMATH DE number 7073944
Language Label Description Also known as
English
PRICE IMPACT OF LARGE ORDERS USING HAWKES PROCESSES
scientific article; zbMATH DE number 7073944

    Statements

    title
    PRICE IMPACT OF LARGE ORDERS USING HAWKES PROCESSES (English)
    0 references
    publication date
    27 June 2019
    0 references
    zbMATH Keywords
    price-impact function
    0 references
    limit order books
    0 references
    execution of large orders
    0 references
    Hawkes processes
    0 references

    Identifiers

    Mathematics Subject Classification ID
    91G10
    0 references
    60G55
    0 references
    91B25
    0 references
    zbMATH DE Number
    7073944
    0 references
    OpenAlex ID
    W2560379672
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q4966641&oldid=36932248"
    Powered by MediaWiki