Article Title
Theoretical and numerical analysis of an optimal execution problem with uncertain market impact
DOI
10.31390/cosa.9.3.03
Recommended Citation
Ishitani, Kensuke and Kato, Takashi
(2015)
"Theoretical and numerical analysis of an optimal execution problem with uncertain market impact,"
Communications on Stochastic Analysis: Vol. 9:
No.
3, Article 3.
DOI: 10.31390/cosa.9.3.03
Available at:
https://repository.lsu.edu/cosa/vol9/iss3/3
