Liquidation with self-exciting price impact
Crossref DOI link: https://doi.org/10.1007/s11579-015-0148-2
Published Online: 2015-07-04
Published Print: 2016-01
Update policy: https://doi.org/10.1007/springer_crossmark_policy
CayƩ, Thomas
Muhle-Karbe, Johannes
Text and Data Mining valid from 2015-07-04