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"An optimal execution problem with market impact."

Name: dblp XML data dump
Creator: Schloss Dagstuhl - Leibniz Center for Informatics
Published: 1993
License: https://creativecommons.org/publicdomain/zero/1.0/
Keywords: dblp, XML, computer science, scholarly publications, metadata

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Takashi Kato (2014)

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Dagstuhl

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DOI: 10.1007/S00780-014-0232-0

access: closed

type: Journal Article

metadata version: 2020-07-22

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Takashi Kato:
An optimal execution problem with market impact. Finance Stochastics 18(3): 695-732 (2014)

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last updated on 2020-07-22 22:00 CEST by the dblp team

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