MeanVariance Optimal Adaptive Execution
| Year of publication: |
2011
|
|---|---|
| Authors: | Lorenz, Julian ; Almgren, Robert |
| Published in: |
Applied mathematical finance. - London : Routledge, ISSN 1350-486X, ZDB-ID 12824094. - Vol. 18.2011, 5 (1.11.), p. 395-423
|