Dynamic optimal execution in a mixed-market-impact Hawkes price model
Crossref DOI link: https://doi.org/10.1007/s00780-015-0282-y
Published Online: 2015-11-06
Published Print: 2016-01
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Alfonsi, Aurélien
Blanc, Pierre
Text and Data Mining valid from 2015-11-06
