Mathematical Models for Stock Pinning near Option Expiration Dates (Q2892965): Difference between revisions

@@ Property / author @@
-Marco Avellaneda
@@ Property / author: Marco Avellaneda / rank @@
-Normal rank
@@ Property / author @@
+Marco Avellaneda
@@ Property / author: Marco Avellaneda / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1002/cpa.21404
@@ Property / full work available at URL: https://doi.org/10.1002/cpa.21404 / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2159313672
@@ Property / OpenAlex ID: W2159313672 / rank @@
+Normal rank
@@ Property / cites work @@
+Modeling stock pinning
@@ Property / cites work: Modeling stock pinning / rank @@
+Normal rank
@@ Property / cites work @@
+More statistical properties of order books and price impact
+Normal rank
@@ Property / cites work @@
+ON SMALL RANDOM PERTURBATIONS OF DYNAMICAL SYSTEMS
+Normal rank