无平均值的价格影响

Q3 Mathematics
Claudio Bellani, D. Brigo, Mikko S. Pakkanen, Leandro Sánchez-Betancourt
{"title":"无平均值的价格影响","authors":"Claudio Bellani, D. Brigo, Mikko S. Pakkanen, Leandro Sánchez-Betancourt","doi":"10.1080/1350486x.2024.2303078","DOIUrl":null,"url":null,"abstract":"","PeriodicalId":35818,"journal":{"name":"Applied Mathematical Finance","volume":null,"pages":null},"PeriodicalIF":0.0000,"publicationDate":"2024-01-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Price Impact Without Averaging\",\"authors\":\"Claudio Bellani, D. Brigo, Mikko S. Pakkanen, Leandro Sánchez-Betancourt\",\"doi\":\"10.1080/1350486x.2024.2303078\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"\",\"PeriodicalId\":35818,\"journal\":{\"name\":\"Applied Mathematical Finance\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2024-01-25\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Applied Mathematical Finance\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1080/1350486x.2024.2303078\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q3\",\"JCRName\":\"Mathematics\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Applied Mathematical Finance","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1080/1350486x.2024.2303078","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"Mathematics","Score":null,"Total":0}
引用次数: 0

摘要

本文章由计算机程序翻译,如有差异,请以英文原文为准。
Price Impact Without Averaging
求助全文
通过发布文献求助,成功后即可免费获取论文全文。 去求助
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.
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
提示
您的信息不完整,为了账户安全,请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
确定
请完成安全验证×
copy
已复制链接
快去分享给好友吧!
我知道了
右上角分享
点击右上角分享
0
联系我们:info@booksci.cn Book学术提供免费学术资源搜索服务,方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。 Copyright © 2023 布克学术 All rights reserved.
京ICP备2023020795号-1
ghs 京公网安备 11010802042870号
Book学术文献互助
Book学术文献互助群
群 号:481959085
Book学术官方微信