Dyshaev, Mikhail, Dmitrii Izergin, and Vladimir Fedorov. “Approximation and Comparison of the Empirical Liquidity Cost Function for Various Futures Contracts”. Mathematical notes of NEFU 28, no. 4 (February 1, 2022): 101-113. Accessed September 13, 2024. https://mzsvfu.ru/index.php/mz/article/view/approximation-and-comparison-of-the-empirical-liquidity-cost.