de
{{ search | replaceEmpty }}

N°14-74: Liquidation with Self-Exciting Price Impact, T. Cayé and J. Muhle-Karbe, 2014.

N°14-74: Liquidation with Self-Exciting Price Impact, T. Cayé and J. Muhle-Karbe, 2014.

AutorT. Cayé and J. Muhle-Karbe
KategorieWorking Papers
Linkhttp://papers.ssrn.com/sol3/papers.cfm?abstract_id=2540630

Swiss Finance Institute - Genf

Universität Genf
42, Bd du Pont d`Arve
CH-1211 Genf 4

Tel: +41 22 379 84 71
Fax: +41 22 379 84 77
E-Mail: research@sfi.ch
  phd@sfi.ch

Swiss Finance Institute - Zürich

Walchestrasse 9
CH-8006 Zürich

Tel: +41 44 254 30 80
Fax: +41 44 254 30 85
E-Mail: info@sfi.ch

Menu

© Swiss Finance Institute Stiftung
de