无平均值的价格影响

Q3 Mathematics
Claudio Bellani, D. Brigo, Mikko S. Pakkanen, Leandro Sánchez-Betancourt
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引用次数: 0

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Price Impact Without Averaging
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来源期刊
Applied Mathematical Finance
Applied Mathematical Finance Economics, Econometrics and Finance-Finance
CiteScore
2.30
自引率
0.00%
发文量
6
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.
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