Drift dependence of optimal trade execution strategies under transient price impact

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 , 1432-1122
Publication language:	English
Institution:	School of Business Informatics and Mathematics > Wirtschaftsmathematik I (Schied)
Subject:	510 Mathematics

Dieser Eintrag ist Teil der Universitätsbibliographie.

BASE: Lorenz, Christopher ; Schied, Alexander

Google Scholar: Lorenz, Christopher ; Schied, Alexander

Hits per month over past year

You have found an error? Please let us know about your desired correction here: E-Mail

Show item