"Optimal liquidation problem in illiquid markets."

Amirhossein Sadoghi, Jan Vecer (2022)

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DOI: 10.1016/J.EJOR.2021.05.020

access: closed

type: Journal Article

metadata version: 2021-11-03

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Amirhossein Sadoghi, Jan Vecer:
Optimal liquidation problem in illiquid markets. Eur. J. Oper. Res. 296(3): 1050-1066 (2022)

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