Optimal execution with nonlinear impact functions and trading-enhanced risk (Q4449551)
From MaRDI portal
scientific article; zbMATH DE number 2040335
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal execution with nonlinear impact functions and trading-enhanced risk |
scientific article; zbMATH DE number 2040335 |
Statements
Optimal execution with nonlinear impact functions and trading-enhanced risk (English)
0 references
11 February 2004
0 references
Market Impact, Trading Strategy, Liquidity Modeling
0 references
