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"VWAP Execution and Guaranteed VWAP."

Olivier Guéant, Guillaume Royer (2014)

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DOI: 10.1137/130924676

access: closed

type: Journal Article

metadata version: 2017-05-17

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  - journals/siamfm/GueantR14
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  - https://dblp.org/rec/journals/siamfm/GueantR14
Olivier Guéant, Guillaume Royer:
VWAP Execution and Guaranteed VWAP. SIAM J. Financial Math. 5(1): 445-471 (2014)

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