مرکز منطقه ای اطلاع رساني علوم و فناوري - Optimal liquidation strategies and their implications

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 :

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 :