Optimal trade execution under endogenous pressure to liquidate: Theory and numerical solutions
Brunovský, Pavol, Černý, Aleš, Komadel, JánLanguage:
english
Journal:
European Journal of Operational Research
DOI:
10.1016/j.ejor.2017.07.054
Date:
July, 2017
File:
PDF, 1.76 MB
english, 2017