Optimal Execution Strategy with Linear Price Impact Functions
| Year of publication: |
2007
|
|---|---|
| Authors: | Hibiki, Norio |
| Published in: |
Journal of the Operations Research Society of Japan : JORSJ. - Tokyo : Soc., ISSN 0453-4514, ZDB-ID 715544x. - 2007, SPECI, p. 122
|