Optimal trade execution under geometric Brownian motion in the Almgren and Chriss framework

DOI:	https://doi.org/10.1142/S0219024911006577
URL:	https://www.researchgate.net/publication/227652416...
Additional URL:	http://www.worldscientific.com/doi/abs/10.1142/S02...
Document Type:	Article
Year of publication:	2011
The title of a journal, publication series:	International Journal of Theoretical and Applied Finance : IJTAF
Volume:	14
Issue number:	3
Page range:	353-368
Place of publication:	River Edge, NJ [u.a.]
Publishing house:	World Scientific
ISSN:	0219-0249
Publication language:	English
Institution:	School of Business Informatics and Mathematics > Wirtschaftsmathematik I (Schied)
Subject:	510 Mathematics

Dieser Eintrag ist Teil der Universitätsbibliographie.

BASE: Gatheral, Jim ; Schied, Alexander

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