A Fully Consistent, Minimal Model for Non-Linear Market...

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SSRN Electronic Journal 2014

A Fully Consistent, Minimal Model for Non-Linear Market Impact

Donier, Jonathan, Bonart, Julius Friedrich, Mastromatteo, Iacopo, Bouchaud, Jean-Philippe
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Year:
2014
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.2531917
File:
PDF, 387 KB
english, 2014
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