Open Access. Powered by Scholars. Published by Universities.®

Digital Commons Network™

Open Access. Powered by Scholars. Published by Universities.®

PDF

Louisiana State University

Journal

2017

Time-weighted average price strategy

Articles 1 - 1 of 1

Full-Text Articles in Entire DC Network

An Optimal Execution Problem With S-Shaped Market Impact Functions, Takashi Kato Jun 2017

An Optimal Execution Problem With S-Shaped Market Impact Functions, Takashi Kato

Communications on Stochastic Analysis

No abstract provided.

Go to article