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Lokka, A. ORCID: 0000-0003-0263-267X and Xu, Junwei
(2020)
Optimal liquidation trajectories for the Almgren-Chriss model.
International Journal of Theoretical and Applied Finance, 23 (7).
ISSN 0219-0249
Lokka, A. ORCID: 0000-0003-0263-267X and Xu, Junwei
(2020)
Optimal liquidation for a risk averse investor in a one-sided limit order book driven by a Levy process.
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(Submitted)