Trading with Small Price Impact (Q6249222)

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scientific article; zbMATH DE number 7842762
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English
Trading with Small Price Impact
scientific article; zbMATH DE number 7842762

    Statements

    publication date
    21 February 2014
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    arXiv classification
    q-fin.PM
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    math.AP
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    math.OC
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    q-fin.TR
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    author
    Ludovic Moreau
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    Johannes Muhle-Karbe
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    Halil Mete Soner
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    Identifiers

    arXiv ID
    1402.5304
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    zbMATH DE Number
    7842762
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    DOI
    10.1111/mafi.12098
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