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~isPartOf:"CoFE discussion papers"
~isPartOf:"International journal of production economics"
~isPartOf:"Lecture Notes in Economics and Mathematical Systems"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~person:"Bayraktar, Erhan"
~person:"Hlioui, Rached"
~subject:"Limit order books"
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Search: subject_exact:"Optimal control problem"
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CoFE discussion papers
International journal of production economics
Lecture Notes in Economics and Mathematical Systems
Mathematical finance : an international journal of mathematics, statistics and financial theory
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Liquidation in limit order books with controlled intensity
Bayraktar, Erhan
;
Ludkovski, Michael
- In:
Mathematical finance : an international journal of …
24
(
2014
)
4
,
pp. 627-650
Persistent link: https://www.econbiz.de/10011308178
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