Drift dependence of optimal trade execution strategies under transient price impact


Lorenz, Christopher ; Schied, Alexander


DOI: https://doi.org/10.1007/s00780-013-0211-x
URL: http://link.springer.com/article/10.1007%2Fs00780-...
Document Type: Article
Year of publication: 2013
The title of a journal, publication series: Finance and Stochastics
Volume: 17
Issue number: 4
Page range: 743-770
Place of publication: Berlin [u.a.]
Publishing house: Springer
ISSN: 0949-2984
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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Lorenz, Christopher ; Schied, Alexander (2013) Drift dependence of optimal trade execution strategies under transient price impact. Finance and Stochastics Berlin [u.a.] 17 4 743-770 [Article]


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