@article {MR3520757,
	title = {Multivariate transient price impact and matrix-valued positive definite functions},
	journal = {Math. Oper. Res.},
	volume = {41},
	number = {3},
	year = {2016},
	pages = {914{\textendash}934},
	issn = {0364-765X},
	author = {Alfonsi, Aur{\'e}lien and Kl{\"o}ck, Florian and Schied, Alexander}
}
