Large investor trading impacts on volatility
Lions, Pierre-Louis ; Lasry, Jean-Michel
Annales de l'I.H.P. Analyse non linéaire, Tome 24 (2007), p. 311-323 / Harvested from Numdam
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@article{AIHPC_2007__24_2_311_0,
     author = {Lions, Pierre-Louis and Lasry, Jean-Michel},
     title = {Large investor trading impacts on volatility},
     journal = {Annales de l'I.H.P. Analyse non lin\'eaire},
     volume = {24},
     year = {2007},
     pages = {311-323},
     doi = {10.1016/j.anihpc.2005.12.006},
     mrnumber = {2310697},
     language = {en},
     url = {http://dml.mathdoc.fr/item/AIHPC_2007__24_2_311_0}
}

Lions, Pierre-Louis; Lasry, Jean-Michel. Large investor trading impacts on volatility. Annales de l'I.H.P. Analyse non linéaire, Tome 24 (2007) pp. 311-323. doi : 10.1016/j.anihpc.2005.12.006. http://gdmltest.u-ga.fr/item/AIHPC_2007__24_2_311_0/

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