arXiv (OAI Expanded)
open access
Price manipulation in nonlinear transient impact models: rigidity before memory and complete positivity after memory
Transient impact models compose a nonlinearity with a memory kernel, and the order of composition determines the criterion for absence of price manipulation. We classify both orders. If an arbitrary instantaneous law $f$ acts on the trading rate before any nonzero integrable Volterra kernel, nonnega
Conceptio Open Archive
Analyze & explore related research in Conceptio
Connect this record directly into your research workflow or AI agent. Explore citations across open repositories, query full text, and export structured proof bundles.
This document is indexed with metadata only: full text is not available in the archive for this record. Open the official source ↗
Related documents
- Price manipulation in nonlinear transient impact models: rigidity before memory and complete positivity after memory#924329
- A Classification Theorem for Admissible Standard-Model Structures#714398
- Event-Time Order-Flow Memory, Operational-Time Impact, and Subordinated Market Observables#1071477
- Fast and explicit European option pricing under tempered stable processes#971712
- El uso de razonamientos causales en relación con la significatividad de los modelos teóricos#205281
Record · ID 920098
Retrieved via Conceptio: every document is proof-bundled with source, license, and retrieval metadata.
Retrieved via Conceptio: every document is proof-bundled with source, license, and retrieval metadata.
Bring this data into your agent: Connect via MCP or API · 20 free credits to start · no card required
Read the Docs → · View CLI source on GitHub · Conceptio Open Knowledge Archive
Read the Docs → · View CLI source on GitHub · Conceptio Open Knowledge Archive