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Chris Angstmann

Identifiers

  • name variant Chris Angstmann 0.60 · backfill

Papers (3)

  1. Revisiting Trade-sign Long-memory and Square-root Law price impact q-fin.TR · 2026 · author #1
  2. Option prices from operational-time reaction-boundary lattices q-fin.PR · 2026 · author #1
  3. Non-unique time and market incompleteness q-fin.TR · 2026 · author #1

Mentions

  • 2606.16269 #1 · arxiv_oai · confidence 0.70 Chris Angstmann
  • 2606.09564 #1 · arxiv_oai · confidence 0.70 Chris Angstmann

Frequent Coauthors