Optimal execution with nonlinear impact functions and trading-enhanced risk (Q4449551)

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scientific article; zbMATH DE number 2040335
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Optimal execution with nonlinear impact functions and trading-enhanced risk
scientific article; zbMATH DE number 2040335

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    Optimal execution with nonlinear impact functions and trading-enhanced risk (English)
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    11 February 2004
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    Market Impact, Trading Strategy, Liquidity Modeling
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