Optimal execution with price impact under cumulative prospect theory
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Publication:2150064
DOI10.1016/j.physa.2017.08.109OpenAlexW2754034632MaRDI QIDQ2150064
Hongliang Zhu, Jingdong Zhao, Xindan Li
Publication date: 27 June 2022
Published in: Physica A (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.physa.2017.08.109
Related Items (1)
Cites Work
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- Advances in prospect theory: cumulative representation of uncertainty
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