Cite
Self-exciting price impact via negative resilience in stochastic order books.
MLA
Ackermann, Julia, et al. “Self-Exciting Price Impact via Negative Resilience in Stochastic Order Books.” Annals of Operations Research, vol. 336, no. 1/2, May 2024, pp. 637–59. EBSCOhost, https://doi.org/10.1007/s10479-022-04973-0.
APA
Ackermann, J., Kruse, T., & Urusov, M. (2024). Self-exciting price impact via negative resilience in stochastic order books. Annals of Operations Research, 336(1/2), 637–659. https://doi.org/10.1007/s10479-022-04973-0
Chicago
Ackermann, Julia, Thomas Kruse, and Mikhail Urusov. 2024. “Self-Exciting Price Impact via Negative Resilience in Stochastic Order Books.” Annals of Operations Research 336 (1/2): 637–59. doi:10.1007/s10479-022-04973-0.