Title | OPTIMAL TRADE EXECUTION IN ILLIQUID MARKETS |
Publication Type | Journal Article |
Year of Publication | 2011 |
Authors | Bayraktar E, Ludkovski M |
Journal | MATHEMATICAL FINANCE |
Volume | 21 |
Pagination | 681-701 |
Date Published | OCT |
Title | OPTIMAL TRADE EXECUTION IN ILLIQUID MARKETS |
Publication Type | Journal Article |
Year of Publication | 2011 |
Authors | Bayraktar E, Ludkovski M |
Journal | MATHEMATICAL FINANCE |
Volume | 21 |
Pagination | 681-701 |
Date Published | OCT |