Optimal trade execution in order books with stochastic liquidity
| Year of publication: |
2018
|
|---|---|
| Authors: | Fruth, Antje ; Schöneborn, Torsten ; Urusov, Mikhail |
| Published in: |
Mathematical Finance. - Wiley, ISSN 0960-1627, ZDB-ID 1481288-5. - Vol. 29.2018, 2 (26.07.), p. 507-541
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1111/mafi.12180 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012095152