Optimal Basket Liquidation for CARA Investors is Deterministic
| Year of publication: |
2010
|
|---|---|
| Authors: | Schied, Alexander ; Schoneborn, Torsten ; Tehranchi, Michael |
| Published in: |
Applied mathematical finance. - London : Routledge, ISSN 1350-486X, ZDB-ID 12824094. - Vol. 17.2010, 6, p. 471-490
|