Dyshaev M, Izergin D, Fedorov V. Approximation and comparison of the empirical liquidity cost function for various futures contracts. Mathematical notes of NEFU [Internet]. 1Feb.2022 [cited 13Sep.2024];28(4):101-13. Available from: https://mzsvfu.ru/index.php/mz/article/view/approximation-and-comparison-of-the-empirical-liquidity-cost