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"Optimal deleveraging with nonlinear temporary price impact."

Jingnan Chen, Liming Feng, Jiming Peng (2015)

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DOI: 10.1016/J.EJOR.2014.12.034

access: closed

type: Journal Article

metadata version: 2020-02-21

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Jingnan Chen, Liming Feng, Jiming Peng:
Optimal deleveraging with nonlinear temporary price impact. Eur. J. Oper. Res. 244(1): 240-247 (2015)

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