Florian Klöck und Alexander Schied - Info zur Person

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Price manipulation in a market impact model with dark poolRePEc

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von F Klöck · · Zitiert von: 32 — Florian Klöck; Alexander Schied; Yuemeng Sun. Registered: Abstract. For a market impact model, price manipulation and related ... von A Alfonsi · · Zitiert von: 20 — In particular we completely solve the case of matrix exponential decay. Suggested Citation. Aurélien Alfonsi & Alexander Schied & Florian Klöck, " ... › taf › apmtfi › hal › journl

Vol. 41, No. 3, August of Mathematics ...JSTOR

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Multivariate Transient Price Impact and Matrix-Valued Positive Definite Functions (pp ). Aurélien Alfonsi, Florian Klöck and Alexander Schied. › stable

Multivariate transient price impact and matrix-valued ...Archive ouverte HAL

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von A Alfonsi · · Zitiert von: 20 — Multivariate transient price impact and matrix-valued positive definite functions. Aurélien Alfonsi (1, 2) , Alexander Schied (3) , Florian Klöck (3). › hal

Alexander SchiedDBLP

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— Aurélien Alfonsi , Florian Klöck, Alexander Schied: Multivariate Transient Price Impact and Matrix-Valued Positive Definite Functions. › Persons

Alle Infos zum Namen "Florian Klöck"

The Multivariate Kyle model: More is differentCORE

core.ac.uk

von LCG Del Molino · · Zitiert von: 14 — [13] Aurélien Alfonsi, Florian Klöck, and Alexander Schied. Multivariate transient price impact and matrix-valued positive definite ... › download › pdf

Optimal Trading with Multiplicative Transient Price Impact for ...Humboldt-Universität zu Berlin

edoc.hu-berlin.de

von P Frentrup · — Aurélien Alfonsi, Florian Klöck, and Alexander Schied. Multivariate transient price impact and matrix-valued positive definite functions. Math. Oper. Res.,. › bitstream › handle › dis...

Alexander Schiedwikidata.org

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— Florian Klöck. 1 reference. stated in · Mathematics Genealogy Project · Tao Zhang. 1 reference. stated in · Mathematics Genealogy Project. › wiki

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Florian Klöck und Alexander Schied Person-Info