PORTFOLIO LIQUIDATION IN DARK POOLS IN CONTINUOUS TIME

Publisher: John Wiley & Sons Inc

E-ISSN: 1467-9965|25|3|496-544

ISSN: 0960-1627

Source: MATHEMATICAL FINANCE, Vol.25, Iss.3, 2015-07, pp. : 496-544

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract