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"Liquidation in Limit Order Books with Controlled Intensity"

Erhan Bayraktar, Michael Ludkovski (2011)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2018-08-13

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  - electronic edition @ arxiv.org (open access)
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  dblp key:
  - journals/corr/abs-1105-0247
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  persistent URL:
  - https://dblp.org/rec/journals/corr/abs-1105-0247
Erhan Bayraktar, Michael Ludkovski:
Liquidation in Limit Order Books with Controlled Intensity. CoRR abs/1105.0247 (2011)

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