HIGHLIGHTS
- who: Julia Ackermann from the Institute of Mathematics, University of Gieu00dfen, Arndtstr2, Gieu00dfen, Germany have published the research: Self-exciting price impact via negative resilience in stochastic order books, in the Journal: (JOURNAL)
- what: The authors discuss several new qualitative effects on that arise when the authors allow to take values. Fu et_al (2022a), the authors motivate self-exciting price impact by the following reasons. The authors show in Theorem 3.1 the existence of a solution (Y, M u22a5 ) of_(7).5 Any such solution (Y, M u22a5 ) of_(7) provides a solution (Y . . .
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