Optimal execution under jump models for uncertain price impact
Year of publication: |
2013
|
---|---|
Authors: | Moazeni, Somayeh ; Coleman, Thomas F. ; Li, Yuying |
Published in: |
The journal of computational finance. - London : Infopro Digital Risk, ISSN 1460-1559, ZDB-ID 1433009-X. - Vol. 16.2012/13, 4, p. 35-78
|
Subject: | Theorie | Theory | Volatilität | Volatility | Börsenkurs | Share price |
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