Transient linear price impact and Fredholm integral equations (Q4906522)
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scientific article; zbMATH DE number 6139576
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| English | Transient linear price impact and Fredholm integral equations |
scientific article; zbMATH DE number 6139576 |
Statements
TRANSIENT LINEAR PRICE IMPACT AND FREDHOLM INTEGRAL EQUATIONS (English)
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28 February 2013
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transient price impact
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market impact model
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optimal order execution
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price manipulation
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transaction-triggered price manipulation
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Fredholm integral equation
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0.8375570178031921
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0.8370356559753418
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0.8319428563117981
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0.8233639597892761
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0.8198034763336182
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