Optimal execution with nonlinear impact functions and trading-enhanced risk
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Publication:4449551
DOI10.1080/135048602100056zbMath1064.91058MaRDI QIDQ4449551
Publication date: 11 February 2004
Published in: Applied Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/135048602100056
91B60: Trade models
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