DOI
10.31390/cosa.9.1.07
Recommended Citation
Ishitani, Kensuke and Kato, Takashi
(2015)
"Mathematical formulation of an optimal execution problem with uncertain market impact,"
Communications on Stochastic Analysis: Vol. 9:
No.
1, Article 7.
DOI: 10.31390/cosa.9.1.07
Available at:
https://repository.lsu.edu/cosa/vol9/iss1/7
