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Optimal execution : a review
Donnelly, Ryan - In: Applied mathematical finance 29 (2022) 3, pp. 181-212
Persistent link: https://www.econbiz.de/10013554798
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Optimal decisions in a time priority queue
Donnelly, Ryan; Gan, Luhui - In: Applied mathematical finance 25 (2018) 1/2, pp. 107-147
Persistent link: https://www.econbiz.de/10011959122
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Optimal liquidation under stochastic price impact
Barger, Weston; Lorig, Matthew - In: International journal of theoretical and applied finance 22 (2019) 2, pp. 1-28
Persistent link: https://www.econbiz.de/10012012935