"Optimal order execution under price impact: a hybrid model."

Marina Di Giacinto, Claudio Tebaldi, Tai-Ho Wang (2024)

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DOI: 10.1007/S10479-022-05082-8

access: closed

type: Journal Article

metadata version: 2024-05-31

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Marina Di Giacinto, Claudio Tebaldi, Tai-Ho Wang:
Optimal order execution under price impact: a hybrid model. Ann. Oper. Res. 336(1-2): 605-636 (2024)

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