University of Waterloo

Order book resilience, price manipulation, and the positive portfolio problem

Alfonsi, Aurélien , Alexander Schied, and Alla Slynko. “Order book resilience, price manipulation, and the positive portfolio problem”. SIAM J. Financial Math. 3 (2012): 511–533.

Contact

M3 3132

519-888-4567, ext. 41563

aschied@uwaterloo.ca

University of Waterloo

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Waterloo, ON, Canada N2L 3G1