"Optimal Execution with Multiplicative Price Impact."

Xin Guo, Mihail Zervos (2015)

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DOI: 10.1137/120894622

access: closed

type: Journal Article

metadata version: 2017-05-17

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Xin Guo, Mihail Zervos:
Optimal Execution with Multiplicative Price Impact. SIAM J. Financial Math. 6(1): 281-306 (2015)

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