Applied Mathematical Finance
Volume 30, 2023 - Issue 4
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Articles
Price Impact Without Averaging
Claudio Bellania Department of Mathematics, Imperial College London, London, UK
, Damiano Brigoa Department of Mathematics, Imperial College London, London, UK
, Mikko S. Pakkanena Department of Mathematics, Imperial College London, London, UK
& Leandro Sánchez-Betancourtb Mathematical Institute and Oxford-Man Institute of Quantitative Finance, University of Oxford, Oxford, UKCorrespondence[email protected]
Pages 175-206
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Received 03 Jan 2024, Accepted 04 Jan 2024, Published online: 25 Jan 2024
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