Narrow search
Showing 1 - 2 of 2
Cover Image
Discrete time hedging with liquidity risk
Ku, Hyejin; Lee, Kiseop; Zhu, Huaiping - In: Finance research letters 9 (2012) 3, pp. 135-143
Persistent link: https://www.econbiz.de/10009628115
Cover Image
Optimal liquidation strategy for cryptocurrency marketplaces using stochastic control
Kubo, Kenji; Nakagawa, Kei; Mizukami, Daiki; Acharya, Dipesh - In: Finance research letters 53 (2023), pp. 1-7
Persistent link: https://www.econbiz.de/10014472433