OPTIMAL LIQUIDATION UNDER STOCHASTIC PRICE IMPACT
نویسندگان
چکیده
منابع مشابه
Optimal Execution Under Jump Models For Uncertain Price Impact∗†
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ژورنال
عنوان ژورنال: International Journal of Theoretical and Applied Finance
سال: 2019
ISSN: 0219-0249,1793-6322
DOI: 10.1142/s0219024918500590