"Optimal trade execution under endogenous pressure to liquidate: Theory and ..."

Pavol Brunovský, Ales Cerný, Ján Komadel (2018)

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DOI: 10.1016/J.EJOR.2017.07.054

access: closed

type: Journal Article

metadata version: 2020-02-21

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Pavol Brunovský, Ales Cerný, Ján Komadel:
Optimal trade execution under endogenous pressure to liquidate: Theory and numerical solutions. Eur. J. Oper. Res. 264(3): 1159-1171 (2018)

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