Drift dependence of optimal trade execution strategies under transient price impact
| Year of publication: |
2013
|
|---|---|
| Authors: | Lorenz, Christopher ; Schied, Alexander |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 13563397. - Vol. 17.2013, 4, p. 743-770
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