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"Multivariate Transient Price Impact and Matrix-Valued Positive Definite ..."

Aurélien Alfonsi, Florian Klöck, Alexander Schied (2016)

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DOI: 10.1287/MOOR.2015.0761

access: closed

type: Journal Article

metadata version: 2021-10-14

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  - https://dblp.org/rec/journals/mor/AlfonsiKS16
Aurélien Alfonsi, Florian Klöck, Alexander Schied:
Multivariate Transient Price Impact and Matrix-Valued Positive Definite Functions. Math. Oper. Res. 41(3): 914-934 (2016)

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