A theory of passive market impact

Fuente: arXiv

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Bibliographic Details
Main Authors:	Chahdi, Youssef Ouazzani, Rosenbaum, Mathieu, Szymanski, Grégoire
Format:	Preprint
Published:	2024
Subjects:	Mathematical Finance Probability Trading and Market Microstructure 60G55, 62P05, 91G80
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2412.07461