Optimal Asset Liquidation with Multiplicative Transient Price Impact
Crossref DOI link: https://doi.org/10.1007/s00245-017-9418-0
Published Online: 2017-05-24
Published Print: 2018-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Becherer, Dirk
Bilarev, Todor
Frentrup, Peter
Text and Data Mining valid from 2017-05-24