"Discrete homotopy analysis for optimal trading execution with nonlinear ..."

Gianbiagio Curato, Jim Gatheral, Fabrizio Lillo (2016)

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DOI: 10.1016/J.CNSNS.2016.03.012

access: closed

type: Journal Article

metadata version: 2021-09-16

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Gianbiagio Curato, Jim Gatheral, Fabrizio Lillo:
Discrete homotopy analysis for optimal trading execution with nonlinear transient market impact. Commun. Nonlinear Sci. Numer. Simul. 39: 332-342 (2016)

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