"Optimal Investment with Transient Price Impact."

Peter Bank, Moritz Voß (2019)

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DOI: 10.1137/18M1182267

access: closed

type: Journal Article

metadata version: 2025-01-19

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Peter Bank, Moritz Voß:
Optimal Investment with Transient Price Impact. SIAM J. Financial Math. 10(3): 723-768 (2019)

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