Handbook of Price Impact Modeling (Q6105970)
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scientific article; zbMATH DE number 7702326
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Handbook of Price Impact Modeling |
scientific article; zbMATH DE number 7702326 |
Statements
Handbook of Price Impact Modeling (English)
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26 June 2023
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price impact
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stochastic differential equations
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stochastic optimasation
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semimartingales
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causal structures
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do-calculus
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causal graphs
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Obizhaeva-Wang model
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endogeneity
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