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BibTeX record journals/itor/XuLDW23
@article{DBLP:journals/itor/XuLDW23, author = {Fengmin Xu and Xuepeng Li and Yu{-}Hong Dai and Meihua Wang}, title = {New insights and augmented Lagrangian algorithm for optimal portfolio liquidation with market impact}, journal = {Int. Trans. Oper. Res.}, volume = {30}, number = {5}, pages = {2640--2664}, year = {2023}, url = {https://doi.org/10.1111/itor.13219}, doi = {10.1111/ITOR.13219}, timestamp = {Fri, 02 Jun 2023 21:22:49 +0200}, biburl = {https://dblp.org/rec/journals/itor/XuLDW23.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
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