"Monotone optimal policies in portfolio liquidation problems."

Daniel Crawford, Vikram Krishnamurthy (2015)

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DOI: 10.1109/ICASSP.2015.7178626

access: closed

type: Conference or Workshop Paper

metadata version: 2017-05-19

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Daniel Crawford, Vikram Krishnamurthy:
Monotone optimal policies in portfolio liquidation problems. ICASSP 2015: 3521-3525

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