Optimal Execution with Nonlinear Impact Functions and Trading-Enhanced Risk

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Date: 2006-09-09 11:21:54 Financial economics Mathematical optimization Futures contract Applied mathematics Finance Mathematical finance Technical analysis Volatility		Optimal Execution with Nonlinear Impact Functions and Trading-Enhanced Risk Add to Reading List Source URL: www.cims.nyu.edu Download Document from Source Website File Size: 229,73 KB Share Document on Facebook