TRANSIENT LINEAR PRICE IMPACT AND FREDHOLM INTEGRAL...

Mathematical Finance 2012 Vol. 22; Iss. 3

TRANSIENT LINEAR PRICE IMPACT AND FREDHOLM INTEGRAL EQUATIONS

Jim Gatheral, Alexander Schied, Alla Slynko
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Volume:
22
Year:
2012
Language:
english
Pages:
1
DOI:
10.1111/j.1467-9965.2011.00478.x
File:
PDF, 260 KB
english, 2012
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