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Modeling metaorder impact with a Non-Markovian Zero Intelligence model

Fuente: arXiv

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Detalles Bibliográficos
Autores principales:	Ravagnani, Adele, Lillo, Fabrizio
Formato:	Preprint
Publicado:	2025
Materias:	Trading and Market Microstructure
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

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