A fully consistent, minimal model for non-linear market impact
Donier, J., Bonart, J., Mastromatteo, I., Bouchaud, J.-P.Volume:
15
Language:
english
Journal:
Quantitative Finance
DOI:
10.1080/14697688.2015.1040056
Date:
July, 2015
File:
PDF, 774 KB
english, 2015