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

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Source EISSN: 1945-497X
Author Aurélien, Alfonsi, Schied, Alexander, Slynko, Alla
Maintainer CCSD
Last Updated May 7, 2026, 03:24 (UTC)
Created May 7, 2026, 03:24 (UTC)
Identifier hal-00941333
Language en
contributor Centre d'Enseignement et de Recherche en Mathématiques et Calcul Scientifique (CERMICS) ; École nationale des ponts et chaussées (ENPC)
creator Aurélien, Alfonsi
date 2012-05-07T00:00:00
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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/doi/10.1137/110822098
set_spec type:ART