Asymptotics for small nonlinear price impact: A PDE...

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Asymptotics for small nonlinear price impact: A PDE approach to the multidimensional case

Bayraktar, Erhan, Cayé, Thomas, Ekren, Ibrahim
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Journal:
Mathematical Finance
DOI:
10.1111/mafi.12283
Date:
July, 2020
File:
PDF, 839 KB
2020
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