Metadata only
Datum
2016-01Typ
- Journal Article
Publikationsstatus
publishedExterne Links
Zeitschrift / Serie
Mathematics and Financial EconomicsBand
Seiten / Artikelnummer
Verlag
SpringerThema
Optimal liquidation; Price impact; Self-excitement; Risk aversionOrganisationseinheit
03899 - Muhle-Karbe, Johannes (ehemalig)
03844 - Soner, Mete (emeritus) / Soner, Mete (emeritus)
Anmerkungen
Received 19 December 2014, Accepted 29 June 2015, Published online 4 July 2015. Also published in the Swiss Finance Institute research paper series.