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Effective and simple VWAP options pricing model
Buryak, Alexander; Guo, Ivan - In: International journal of theoretical and applied finance 17 (2014) 6, pp. 1-13
Persistent link: https://www.econbiz.de/10010438536
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Optimal execution with regime-switching market resilience
Siu, Chi Chung; Guo, Ivan; Zhu, Song-Ping; Elliott, … - In: Journal of economic dynamics & control 101 (2019), pp. 17-40
Persistent link: https://www.econbiz.de/10012131017