A Note on Optimal Liquidation with Linear Price Impact

From MaRDI portal

MaRDI QIDQ6522885arXivFDO

Authors Yan Dolinsky, Doron Greenstein

Published in arXiv
















This page was built for publication: A Note on Optimal Liquidation with Linear Price Impact

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6522885)

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=A_Note_on_Optimal_Liquidation_with_Linear_Price_Impact&oldid=103594025"
Powered by MediaWiki