المؤلفون: Armstrong, J, Brigo, D, Ferrucci, E

العلاقة: https://ora.ox.ac.uk/objects/uuid:2ae8a16c-67d4-470b-8cb5-a31a433552c9Test; https://doi.org/10.1007/s41884-022-00093-7Test

الإتاحة: https://doi.org/10.1007/s41884-022-00093-7Test
https://ora.ox.ac.uk/objects/uuid:2ae8a16c-67d4-470b-8cb5-a31a433552c9Test

المؤلفون: Armstrong, J, Brigo, D, Hanzon, B

المصدر: 16 ; 1

العلاقة: Information Geometry; http://hdl.handle.net/10044/1/105295Test

الإتاحة: https://doi.org/10.1007/s41884-023-00108-xTest
http://hdl.handle.net/10044/1/105295Test

المؤلفون: Armstrong, J, Brigo, D, Tse, A

المصدر: 38 ; 1

العلاقة: Annals of Operations Research; http://hdl.handle.net/10044/1/103516Test

الإتاحة: https://doi.org/10.1007/s10479-023-05295-5Test
http://hdl.handle.net/10044/1/103516Test

المؤلفون: Armstrong, J, Brigo, D, Rossi Ferrucci, E

العلاقة: Information Geometry; http://hdl.handle.net/10044/1/102636Test

الإتاحة: https://doi.org/10.1007/s41884-022-00093-7Test
http://hdl.handle.net/10044/1/102636Test

المؤلفون: Brigo, D, Buescu, C, Francischello, M, Pallavicini, A, Rutkowski, M

المساهمون: Engineering and Physical Sciences Research Council

العلاقة: Mathematics; http://hdl.handle.net/10044/1/95964Test; EPSRC Mathematics Platform Grant EP/I019111/1

الإتاحة: https://doi.org/10.3390/math10050791Test
http://hdl.handle.net/10044/1/95964Test

المؤلفون: Armstrong, J., Brigo, D.

المصدر: Proceedings: Mathematical, Physical and Engineering Sciences, 2018 Feb . 474(2210), 1-28.

الوصول الحر: https://www.jstor.org/stable/26582108Test

المؤلفون: Armstrong, J, Brigo, D

مصطلحات موضوعية: Finance, 0102 Applied Mathematics, 1401 Economic Theory, 1502 Banking, Finance and Investment

العلاقة: Journal of Banking & Finance; http://hdl.handle.net/10044/1/91696Test

الإتاحة: https://doi.org/10.1016/j.jbankfin.2021.106315Test
http://hdl.handle.net/10044/1/91696Test

المؤلفون: Armstrong, J, Brigo, D, Cass, T, Rossi Ferrucci, E

المساهمون: Engineering & Physical Science Research Council (E

المصدر: 817 ; 756

مصطلحات موضوعية: Science & Technology, Physical Sciences, Mathematics, math.CA, 60L20, General Mathematics, 0101 Pure Mathematics

العلاقة: Journal of the London Mathematical Society; http://hdl.handle.net/10044/1/94881Test; BKR01300

الإتاحة: https://doi.org/10.1112/jlms.12585Test
http://hdl.handle.net/10044/1/94881Test

المؤلفون: Brigo, D, Graceffa, F, Neumann, E

المصدر: 195 ; 171

مصطلحات موضوعية: Social Sciences, Science & Technology, Physical Sciences, Business, Finance, Economics, Mathematics, Interdisciplinary Applications, Mathematical Methods, Business & Economics, Mathematical Methods In Social Sciences, Price impact, Term structure models, Fixed-income market impact, Cross impact, Impacted risk-neutral measure, Impacted yield curve, Optimal execution, Impacted bond price, Impacted Eurodollar futures price, OPTIMAL PORTFOLIO LIQUIDATION, LINEAR MARKET IMPACT, MULTIPLE, STOCK, q-fin.TR, q-fin.PM, 01 Mathematical Sciences, 14 Economics, 15 Commerce, Management

العلاقة: Quantitative Finance; http://hdl.handle.net/10044/1/91727Test

الإتاحة: https://doi.org/10.1080/14697688.2021.1983201Test
http://hdl.handle.net/10044/1/91727Test

المؤلفون: Armstrong, J, Bellani, C, Brigo, D, Cass, T

المساهمون: Engineering & Physical Science Research Council (E

مصطلحات موضوعية: Finance, 0102 Applied Mathematics, 1502 Banking, Finance and Investment

العلاقة: Mathematical Finance; http://hdl.handle.net/10044/1/88634Test; BKR01300

الإتاحة: https://doi.org/10.1111/mafi.12308Test
http://hdl.handle.net/10044/1/88634Test