Multivariate Transient Price Impact and Matrix-Valued Positive Definite Functions
نویسندگان
چکیده
منابع مشابه
On Matrix Valued Square Integrable Positive Definite Functions
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ژورنال
عنوان ژورنال: Mathematics of Operations Research
سال: 2016
ISSN: 0364-765X,1526-5471
DOI: 10.1287/moor.2015.0761