Liquidation with self-exciting price impact
Year of publication: |
Januar 2016
|
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Authors: | Cayé, Thomas ; Muhle-Karbe, Johannes |
Published in: |
Mathematics and financial economics. - Berlin : Springer, ISSN 1862-9679, ZDB-ID 2389728-4. - Vol. 10.2016, 1, p. 15-28
|
Subject: | Optimal liquidation | Price impact | Self-excitement | Risk aversion | Theorie | Theory | Börsenkurs | Share price | Liquidität | Liquidity | Risikoaversion | Wertpapierhandel | Securities trading |
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