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"Order Book Resilience, Price Manipulation, and the Positive Portfolio Problem."

Aurélien Alfonsi, Alexander Schied, Alla Slynko (2012)

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DOI: 10.1137/110822098

access: closed

type: Journal Article

metadata version: 2022-04-09

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Aurélien Alfonsi, Alexander Schied, Alla Slynko:
Order Book Resilience, Price Manipulation, and the Positive Portfolio Problem. SIAM J. Financial Math. 3(1): 511-533 (2012)

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