Robust strategies for optimal order execution in the Almgren-Chriss framework


Schied, Alexander


DOI: https://doi.org/10.1080/1350486X.2012.683963
URL: http://www.tandfonline.com/doi/abs/10.1080/1350486...
Additional URL: https://arxiv.org/pdf/1204.2717.pdf
Document Type: Article
Year of publication: 2013
The title of a journal, publication series: Applied Mathematical Finance
Volume: 20
Issue number: 3
Page range: 264-286
Place of publication: London
Publishing house: Routledge, Taylor & Francis
ISSN: 1350-486X
Publication language: English
Institution: School of Business Informatics and Mathematics > Wirtschaftsmathematik I (Schied)
Subject: 510 Mathematics

Dieser Eintrag ist Teil der Universitätsbibliographie.




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Schied, Alexander (2013) Robust strategies for optimal order execution in the Almgren-Chriss framework. Applied Mathematical Finance London 20 3 264-286 [Article]


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