Dyshaev, Mikhail, Dmitrii Izergin, and Vladimir Fedorov. 2022. “Approximation and Comparison of the Empirical Liquidity Cost Function for Various Futures Contracts”. Mathematical Notes of NEFU 28 (4), 101-13. https://doi.org/https://doi.org/10.25587/SVFU.2021.37.62.008.