"Optimal Security Liquidation Algorithms."

Sergiy Butenko, Alexander Golodnikov, Stanislav Uryasev (2005)

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DOI: 10.1007/S10589-005-2052-9

access: closed

type: Journal Article

metadata version: 2023-08-28

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Sergiy Butenko, Alexander Golodnikov, Stanislav Uryasev:
Optimal Security Liquidation Algorithms. Comput. Optim. Appl. 32(1-2): 9-27 (2005)

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