Large investor trading impacts on volatility
Lions, Pierre-Louis ; Lasry, Jean-Michel
HAL, hal-00667394 / Harvested from HAL
International audience
Publié le : 2004-01-01
Classification:  [MATH.MATH-GM]Mathematics [math]/General Mathematics [math.GM]
@article{hal-00667394,
     author = {Lions, Pierre-Louis and Lasry, Jean-Michel},
     title = {Large investor trading impacts on volatility},
     journal = {HAL},
     volume = {2004},
     number = {0},
     year = {2004},
     language = {en},
     url = {http://dml.mathdoc.fr/item/hal-00667394}
}
Lions, Pierre-Louis; Lasry, Jean-Michel. Large investor trading impacts on volatility. HAL, Tome 2004 (2004) no. 0, . http://gdmltest.u-ga.fr/item/hal-00667394/