OPTIMAL LIQUIDATION UNDER STOCHASTIC PRICE IMPACT
BARGER, WESTON; LORIG, MATTHEW
- 期刊名称International Journal of Theoretical and Applied Finance
- 作者BARGER, WESTON; LORIG, MATTHEW
- 印刷ISSN0219-0249
- 电子ISSN1793-6322
- 文件大小4507.41KB
- 发表时间2018-10-26
- DOI10.1142/S0219024918500590