View in EDS HTML Full Text PDF Full Text

Optimal liquidation under indirect price impact with propagator.

Saved in:
Bibliographic Details
Title: Optimal liquidation under indirect price impact with propagator.
Authors: Dupret, Jean-Loup1,2 (AUTHOR) jean-loup.dupret@uclouvain.be, Hainaut, Donatien1 (AUTHOR)
Source: Quantitative Finance. Mar2025, Vol. 25 Issue 3, p359-381. 23p.
Database: Mathematics Source
Full text is not displayed to guests.
Description
ISSN:14697688
DOI:10.1080/14697688.2025.2463368