Title of article
Optimal liquidation strategies and their implications
Author/Authors
Christopher Ting، نويسنده , , Mitch Warachka، نويسنده , , Yonggan Zhao، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2007
Pages
20
From page
1431
To page
1450
Keywords
Trading strategy , Stochastic Volatility , stochastic control , Transaction costs , Liquidity risk
Journal title
Journal of Economic Dynamics and Control
Serial Year
2007
Journal title
Journal of Economic Dynamics and Control
Record number
239041
Link To Document