"Drift dependence of optimal trade execution strategies under transient ..."

Christopher Lorenz, Alexander Schied (2013)

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DOI: 10.1007/S00780-013-0211-X

access: closed

type: Journal Article

metadata version: 2020-07-22

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  - https://dblp.org/rec/journals/fs/LorenzS13
Christopher Lorenz, Alexander Schied:
Drift dependence of optimal trade execution strategies under transient price impact. Finance Stochastics 17(4): 743-770 (2013)

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