Table of Links
- The Model Set-up
- Price Impact in a Market with No Transaction Costs
- Price Impact in a Market with Transaction Costs
Appendix A. Proofs of Section 3
Appendix B. Proofs of Section 4
Appendix A. Proofs of Section 3
Authors:
(1) Michail Anthropelos;
(2) Constantinos Stefanakis.
This paper is
