Price Impact Without Averaging

Q3 Mathematics

Applied Mathematical Finance Pub Date : 2024-01-25 DOI:10.1080/1350486x.2024.2303078

Claudio Bellani, D. Brigo, Mikko S. Pakkanen, Leandro Sánchez-Betancourt

引用次数: 0

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来源期刊

Applied Mathematical Finance Economics, Econometrics and Finance-Finance

CiteScore

2.30

自引率

0.00%

发文量

期刊介绍： The journal encourages the confident use of applied mathematics and mathematical modelling in finance. The journal publishes papers on the following: •modelling of financial and economic primitives (interest rates, asset prices etc); •modelling market behaviour; •modelling market imperfections; •pricing of financial derivative securities; •hedging strategies; •numerical methods; •financial engineering.