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Smooth solutions to portfolio liquidation problems under pr..:
Graewe, Paulwin
;
Horst, Ulrich
;
Séré, Eric
Stochastic Processes and their Applications. 128 (2018) 3 - p. 979-1006 , 2018
Link:
https://doi.org/10.1016/j.spa.2017.06.013
RT Journal T1 <Title>Smooth solutions to portfolio liquidation problems under price-sensitive market impact</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1016_j.spa.2017.06.013&Exemplar=1&LAN=DE A1 Graewe, Paulwin A1 Horst, Ulrich A1 Séré, Eric PB Elsevier BV YR 2018 SN 0304-4149 JF Stochastic Processes and their Applications VO 128 IS 3 SP 979 OP 1006 LK http://dx.doi.org/https://doi.org/10.1016/j.spa.2017.06.013 DO https://doi.org/10.1016/j.spa.2017.06.013 SF ELIB - SuUB Bremen
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