Optimal liquidation with high risk aversion and small linear price impact
Crossref DOI link: https://doi.org/10.1007/s10203-024-00435-3
Published Online: 2024-03-13
Published Print: 2024-06
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Dolinskyi, Leonid
Dolinsky, Yan http://orcid.org/0000-0002-4585-6713
Funding for this research was provided by:
Hebrew University of Jerusalem
Text and Data Mining valid from 2024-03-13
Version of Record valid from 2024-03-13
Article History
Received: 28 June 2023
Accepted: 12 February 2024
First Online: 13 March 2024