Optimal liquidation under stochastic liquidity
Crossref DOI link: https://doi.org/10.1007/s00780-017-0346-2
Published Online: 2017-10-30
Published Print: 2018-01
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Becherer, Dirk
Bilarev, Todor
Frentrup, Peter
License valid from 2017-10-30
