Optimal trading with stochastic liquidity and volatility
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Publication:4902209
DOI10.1137/090763470zbMATH Open1256.49031OpenAlexW2049449780MaRDI QIDQ4902209FDOQ4902209
Authors: Robert Almgren 
Publication date: 25 January 2013
Published in: SIAM Journal on Financial Mathematics (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/645970379d37d51594abc25b32261257dad12450
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