Open AccessEconomicsBusiness

D. Bertsimas, A. Lo

1998.4.30JOURNAL OF FINANCIAL MARKETS

DOI: 10.1016/s1386-4181(97)00012-8

Abstract

Abstract is not available.

Citation format

BERTSIMAS, D.; LO, A. Optimal control of execution costs. JOURNAL OF FINANCIAL MARKETS, 1998, 1: 1–50.