Risk aversion and the dynamics of optimal liquidation strategies in illiquid markets
| Year of publication: |
2009
|
|---|---|
| Authors: | Schied, Alexander ; Schöneborn, Torsten |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 13563397. - Vol. 13.2009, 2, p. 181-204
|