Optimal execution of multi-asset block orders under stochastic liquidity (Financial modeling and analysis)

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Author(s)

Journal

  • RIMS Kokyuroku

    RIMS Kokyuroku (1675), 185-198, 2010-02

    Kyoto University

Cited by:  1

Codes

  • NII Article ID (NAID)
    110007512634
  • NII NACSIS-CAT ID (NCID)
    AN00061013
  • Text Lang
    ENG
  • Article Type
    Journal Article
  • Journal Type
    大学紀要
  • ISSN
    18802818
  • NDL Article ID
    10659921
  • NDL Source Classification
    ZM31(科学技術--数学)
  • NDL Call No.
    Z43-1336
  • Data Source
    CJPref  NDL  NII-ELS  IR 
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