Cross-impact and no-dynamic-arbitrage
نویسندگان
چکیده
منابع مشابه
No-Dynamic-Arbitrage and Market Impact
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ژورنال
عنوان ژورنال: Quantitative Finance
سال: 2018
ISSN: 1469-7688,1469-7696
DOI: 10.1080/14697688.2018.1467033