"Optimal Execution with Quadratic Variation Inventories."

René Carmona, Laura Leal (2023)

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DOI: 10.1137/21M1416564

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type: Journal Article

metadata version: 2023-08-05

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René Carmona, Laura Leal:
Optimal Execution with Quadratic Variation Inventories. SIAM J. Financial Math. 14(3): 751-776 (2023)

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