default search action
"Drift dependence of optimal trade execution strategies under transient ..."
Christopher Lorenz, Alexander Schied (2013)
- Christopher Lorenz, Alexander Schied:
Drift dependence of optimal trade execution strategies under transient price impact. Finance Stochastics 17(4): 743-770 (2013)
manage site settings
To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.