Drift dependence of optimal trade execution strategies under transient price impact

Christopher Lorenz; Alexander Schied

Year of publication:	2013
Authors:	Lorenz, Christopher ; Schied, Alexander
Published in:	Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 17.2013, 4, p. 743-770
Subject:	optimal trade execution \| optimal order execution \| transient price impact \| singular control \| verification argument

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