"An optimal execution problem in the volume-dependent Almgren-Chriss model."

Takashi Kato (2018)

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DOI: 10.3233/AF-170198

access: closed

type: Journal Article

metadata version: 2018-06-26

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Takashi Kato:
An optimal execution problem in the volume-dependent Almgren-Chriss model. Algorithmic Finance 7(1-2): 1-14 (2018)

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