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Louis Saddier

  1. A Bayesian theory of market impact
    2023/03/15 by Louis Saddier, Matteo Marsili, Saddier, Louis +1 · 2 citations
    Economics, Econometrics and Finance · #Climate Change Policy and Economics #FOS: Economics and business #FOS: Physical sciences #Statistical Mechanics (cond-mat.stat-mech) #Trading and Market Microstructure (q-fin.TR)