Corpus ID: 14180382

The Market Impact Model TM

@inproceedings{Torre2000TheMI,
  title={The Market Impact Model TM},
  author={Nicolo G. Torre and D. Ph. and M. Ferrari},
  year={2000}
}
The Price Impact of Order Book Events
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Portfolio optimization under market impact costs
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Stochastic Models of Limit Order Markets
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The Budapest liquidity measure and the price impact function