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~person:"Muhle-Karbe, Johannes"
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Liquidation with self-exciting price impact
Cayé, Thomas
;
Muhle-Karbe, Johannes
- In:
Mathematics and financial economics
10
(
2016
)
1
,
pp. 15-28
Persistent link: https://www.econbiz.de/10011445992
Saved in:
2
Liquidation with self-exciting price impact
Cayé, Thomas
;
Muhle-Karbe, Johannes
-
2014
Stanzl (2005), self-
excitement
has a moderating effect: slow liquidation is sped up, whereas fast schedules are slowed down …
Persistent link: https://www.econbiz.de/10011293738
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