Work

Optimal trading under constraints

Year: 1997

Type: book-chapter

Source: Lecture notes in mathematics

DOI: 10.1007/bfb0092000

Author: Jakša Cvitanić

Institution: Columbia University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W59236590

FWCI: 18.75

Cites: 46

Cited by: 76

Related to: 10