Multivariate transient price impact and matrix-valued positive definite functions
Data and Resources
Additional Info
| Field | Value |
|---|---|
| Source | ISSN: 0364-765X |
| Author | Alfonsi, Aurélien, Schied, Alexander, Klöck, Florian |
| Maintainer | CCSD |
| Last Updated | May 7, 2026, 18:17 (UTC) |
| Created | May 7, 2026, 18:17 (UTC) |
| Identifier | hal-00919895 |
| Language | en |
| contributor | Centre d'Enseignement et de Recherche en Mathématiques et Calcul Scientifique (CERMICS) ; École nationale des ponts et chaussées (ENPC) |
| creator | Alfonsi, Aurélien |
| date | 2016-03-01T00:00:00 |
| harvest_object_id | a41761b9-aefd-4cf9-8792-1b2b901f9306 |
| harvest_source_id | 3374d638-d20b-4672-ba96-a23232d55657 |
| harvest_source_title | test moissonnage SELUNE |
| metadata_modified | 2026-01-28T00:00:00 |
| relation | info:eu-repo/semantics/altIdentifier/arxiv/1310.4471 |
| set_spec | type:ART |