Title | LIQUIDATION IN LIMIT ORDER BOOKS WITH CONTROLLED INTENSITY |
Publication Type | Journal Article |
Year of Publication | 2014 |
Authors | Bayraktar E, Ludkovski M |
Journal | MATHEMATICAL FINANCE |
Volume | 24 |
Pagination | 627-650 |
Date Published | OCT |
Title | LIQUIDATION IN LIMIT ORDER BOOKS WITH CONTROLLED INTENSITY |
Publication Type | Journal Article |
Year of Publication | 2014 |
Authors | Bayraktar E, Ludkovski M |
Journal | MATHEMATICAL FINANCE |
Volume | 24 |
Pagination | 627-650 |
Date Published | OCT |