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Arbitrage-Free Price-Update and Price-Impact Functions
Authors
Albert S Kyle
Alexander Kempf
+26Â more
Craig W Holden
David Easley
Dimitris Bertsimas
Donald B Keim
Fischer Black
Franklin Allen
Franklin Allen
Gordon Gemmill
Gur Huberman
Gur Huberman
Jerry A Hausman
Joel Hasbrouck
Kerry Back
Lawrence R Glosten
Lawrence R Glosten
Louis K Chan
Luis A Medrano
M M Rao
Marek Musiela
Myron S Scholes
Prajit K Dutta
Robert A Jarrow
Robert Holthausen
Robert Holthausen
Werner Stanzl
William J Breen
Publication date
1 January 2000
Publisher
'Elsevier BV'
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Last time updated on 03/09/2020