Optimal control of execution costs
| Year of publication: |
1998
|
|---|---|
| Authors: | Bertsimas, Dimitris ; Lo, Andrew W. |
| Published in: |
Journal of Financial Markets. - Elsevier, ISSN 1386-4181. - Vol. 1.1998, 1, p. 1-50
|
| Publisher: |
Elsevier |