Show simple item record

dc.contributor.author
Cayé, Thomas
dc.contributor.author
Muhle-Karbe, Johannes
dc.date.accessioned
2017-06-11T15:31:01Z
dc.date.available
2017-06-11T15:31:01Z
dc.date.issued
2016-01
dc.identifier.issn
1862-9679
dc.identifier.issn
1862-9660
dc.identifier.other
10.1007/s11579-015-0148-2
dc.identifier.uri
http://hdl.handle.net/20.500.11850/96483
dc.language.iso
en
dc.publisher
Springer
dc.subject
Optimal liquidation
dc.subject
Price impact
dc.subject
Self-excitement
dc.subject
Risk aversion
dc.title
Liquidation with self-exciting price impact
dc.type
Journal Article
ethz.journal.title
Mathematics and Financial Economics
ethz.journal.volume
10
ethz.journal.issue
1
ethz.journal.abbreviated
Math Finan Econ
ethz.pages.start
15
ethz.pages.end
28
ethz.notes
Received 19 December 2014, Accepted 29 June 2015, Published online 4 July 2015. Also published in the Swiss Finance Institute research paper series.
ethz.identifier.wos
ethz.identifier.scopus
ethz.identifier.nebis
005429131
ethz.publication.place
Heidelberg
ethz.publication.status
published
ethz.leitzahl
ETH Zürich::00002 - ETH Zürich, direkt::00012 - Lehre und Forschung, direkt::00007 - Departemente, direkt::02000 - Departement Mathematik / Department of Mathematics::02003 - Professuren Reine Mathematik::03899 - Muhle-Karbe, Johannes (ehemalig)
ethz.leitzahl
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::03844 - Soner, Mete (emeritus) / Soner, Mete (emeritus)
ethz.leitzahl.certified
ETH Zürich::00002 - ETH Zürich, direkt::00012 - Lehre und Forschung, direkt::00007 - Departemente, direkt::02000 - Departement Mathematik / Department of Mathematics::02003 - Professuren Reine Mathematik::03899 - Muhle-Karbe, Johannes (ehemalig)
ethz.leitzahl.certified
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::03844 - Soner, Mete (emeritus) / Soner, Mete (emeritus)
ethz.date.deposited
2017-06-11T15:31:09Z
ethz.source
ECIT
ethz.identifier.importid
imp593652d14d00318676
ethz.ecitpid
pub:151113
ethz.eth
yes
ethz.availability
Metadata only
ethz.rosetta.installDate
2017-07-19T01:34:08Z
ethz.rosetta.lastUpdated
2020-02-14T14:52:48Z
ethz.rosetta.exportRequired
true
ethz.rosetta.versionExported
true
ethz.COinS
ctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.atitle=Liquidation%20with%20self-exciting%20price%20impact&rft.jtitle=Mathematics%20and%20Financial%20Economics&rft.date=2016-01&rft.volume=10&rft.issue=1&rft.spage=15&rft.epage=28&rft.issn=1862-9679&1862-9660&rft.au=Cay%C3%A9,%20Thomas&Muhle-Karbe,%20Johannes&rft.genre=article&rft_id=info:doi/10.1007/s11579-015-0148-2&
 Search print copy at ETH Library

Files in this item

FilesSizeFormatOpen in viewer

There are no files associated with this item.

Publication type

Show simple item record