Order Book Resilience, Price Manipulation, and the Positive Portfolio Problem
Alfonsi, Aurélien, Schied, Alexander, Slynko, AllaТом:
3
Мова:
english
Журнал:
SIAM Journal on Financial Mathematics
DOI:
10.1137/110822098
Date:
July, 2012
Файл:
PDF, 377 KB
english, 2012