Order Book Resilience, Price Manipulation, and the Positive...

SIAM Journal on Financial Mathematics 2012 / 07 Vol. 3; Iss. 1

Order Book Resilience, Price Manipulation, and the Positive Portfolio Problem

Alfonsi, Aurélien, Schied, Alexander, Slynko, Alla
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Volume:
3
Language:
english
Journal:
SIAM Journal on Financial Mathematics
DOI:
10.1137/110822098
Date:
July, 2012
File:
PDF, 377 KB
english, 2012
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