|
|||||
|
|
Dynamic optimal execution in a mixed-market-impact Hawkes price model |
|
| Authors: | Aurélien Alfonsi Pierre Blanc |
| Institution: | 1. Projet MATHRISK ENPC-INRIA-UMLV, Université Paris-Est, CERMICS, 6 et 8 avenue Blaise Pascal, 77455, Marne La Vallée, Cedex 2, France |
| Abstract: | |
| Keywords: | |
| 本文献已被 SpringerLink 等数据库收录！ | |