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 , 1466-4313
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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