Items where Author is "Xu, Junwei"

Article

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

Monograph

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. . (Submitted)