Publications

Search
[ Author(Asc)] Title Type Year
A
Alfonsi, Aurélien , Antje Fruth, and Alexander Schied. Optimal execution strategies in limit order books with general shape functions. Quant. Finance 10 (2010): 143–157.
Alfonsi, Aurélien , Antje Fruth, and Alexander Schied. Constrained portfolio liquidation in a limit order book model. In Advances in mathematics of finance, 83:9–25. Polish Acad. Sci. Inst. Math., Warsaw, 2008.

Pages