검색결과 : 3건
| No. | Article |
|---|---|
| 1 |
Optimal Asset Liquidation with Multiplicative Transient Price Impact Becherer D, Bilarev T, Frentrup P Applied Mathematics and Optimization, 78(3), 643, 2018 |
| 2 |
ENDOGENOUS FORMATION OF LIMIT ORDER BOOKS: DYNAMICS BETWEEN TRADES Gayduk R, Nadtochiy S SIAM Journal on Control and Optimization, 56(3), 1577, 2018 |
| 3 |
A BIDDING GAME IN A CONTINUUM LIMIT ORDER BOOK Bressan A, Facchi G SIAM Journal on Control and Optimization, 51(5), 3459, 2013 |