Optimal Trade Execution under Stochastic Volatility and Liquidity
Year of publication: |
2014
|
---|---|
Authors: | Cheridito, Patrick |
Other Persons: | Sepin, Tardu (contributor) |
Publisher: |
[2014]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Theorie | Theory | Stochastischer Prozess | Stochastic process | Liquidität | Liquidity |
Extent: | 1 Online-Ressource (22 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Applied Mathematical Finance, 2014, 21(4), 342--362 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 21, 2014 erstellt |
Other identifiers: | 10.2139/ssrn.2233980 [DOI] |
Classification: | G1 - General Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
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