Optimal execution for uncertain market impact : derivation and characterization of a continuous-time value function
Kensuke Ishitani and Takashi Kato
| Year of publication: |
2014
|
|---|---|
| Authors: | Ishitani, Kensuke ; Kato, Takashi |
| Published in: |
Recent advances in financial engineering 2012 : proceedings of the International Workshop on Finance 2012, the University of Tokyo, Japan, 30-31 October 2012. - Singapore [u.a.] : World Scientific Publ., ISBN 981-4571-63-6. - 2014, p. 93-116
|
| Subject: | Theorie | Theory | Derivat | Derivative |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010359898