Market impact with multi-timescale liquidity
From MaRDI portal
Publication:4619521
DOI10.1080/14697688.2018.1444279zbMath1406.91400arXiv1710.03734OpenAlexW2963003910WikidataQ129728076 ScholiaQ129728076MaRDI QIDQ4619521
Michael Benzaquen, Jean-Philippe Bouchaud
Publication date: 6 February 2019
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1710.03734
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