//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Schied, Alexander"
~subject:"Liquidation"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: isPartOf:"Applied Mathematical Finance"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Liquidation
Theorie
2
Theory
2
optimal liquidation
2
optimal trade execution
2
Almgren-Chriss model
1
Anlageverhalten
1
Behavioural finance
1
Costs
1
Hamilton-Jacobi-Bellman equation
1
Kosten
1
Liquidity
1
Liquidität
1
Manipulation
1
Market impact modelling
1
Mathematical programming
1
Mathematische Optimierung
1
Portfolio selection
1
Portfolio-Management
1
Preis
1
Price
1
Price manipulation
1
algorithmic trading
1
dark pool
1
finite fuel control
1
illiquid markets
1
market impact
1
market impact model
1
model uncertainty
1
nonnegative expected liquidation costs
1
optimal order execution
1
robustness
1
transaction-triggered price manipulation
1
utility maximization
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Schied, Alexander
Klöck, Florian
1
Sun, Yuemeng
1
Published in...
All
Applied mathematical finance
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
Relevance
Date (newest first)
Date (oldest first)
1
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
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->