Optimal execution under jump models for uncertain price impact
| Year of publication: |
2013
|
|---|---|
| Authors: | Moazeni, Somayeh ; Coleman, Thomas F ; Li, Yuying |
| Published in: |
The journal of computational finance. - London : Incisive Media, ISSN 1460-1559, ZDB-ID 1433009x. - Vol. 16.2013, 4, p. 35-78
|