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