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~person:"Schied, Alexander"
~source:"econis"
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Schied, Alexander
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Price manipulation in a market impact model with dark pool
Klöck, Florian
;
Schied, Alexander
;
Sun, Yuemeng
- In:
Applied mathematical finance
24
(
2017
)
5/6
,
pp. 417-450
Persistent link: https://www.econbiz.de/10011815281
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2
Robust strategies for optimal order execution in the Almgren-Chriss framework
Schied, Alexander
- In:
Applied mathematical finance
20
(
2013
)
3/4
,
pp. 264-286
Persistent link: https://www.econbiz.de/10010187665
Saved in:
3
Optimal basket liquidation for CARA investors is deterministic
Schied, Alexander
;
Schöneborn, Torsten
;
Tehranchi, Michael
- In:
Applied mathematical finance
17
(
2010
)
5/6
,
pp. 471-489
Persistent link: https://www.econbiz.de/10008797245
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