Corpus ID: 14180382

The Market Impact Model TM

  title={The Market Impact Model TM},
  author={Nicolo G. Torre and D. Ph. and M. Ferrari},
The Price Impact of Order Book Events
  • 14
  • Highly Influenced
  • PDF
Portfolio optimization under market impact costs
  • 1
Stochastic Models of Limit Order Markets
  • 2
  • PDF
The Budapest liquidity measure and the price impact function