A fully consistent, minimal model for nonlinear market impact (Q4683067)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6939274
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A fully consistent, minimal model for nonlinear market impact |
scientific article; zbMATH DE number 6939274 |
Statements
A fully consistent, minimal model for non-linear market impact (English)
0 references
19 September 2018
0 references
market microstructure
0 references
price formation
0 references
market impact model
0 references
reaction-diffusion
0 references
limit order book
0 references
non-arbitrage
0 references
0 references
0 references
0.8463767170906067
0 references
0.8286312222480774
0 references
0.8280715346336365
0 references
0.819129467010498
0 references
0.8183490633964539
0 references
