Funder
Agence Nationale de la Recherche
FIME Research Initiative
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,Finance,Statistics and Probability
Reference34 articles.
1. Aid, R., Cosso, A., Pham, H.: Equilibrium price in intraday electricity markets (2020). arXiv preprint arXiv:2010.09285
2. Aïd, R., Gruet, P., Pham, H.: An optimal trading problem in intraday electricity markets. Math. Financ. Econ. 10(1), 49–85 (2016)
3. Almgren, R., Chriss, N.: Value under liquidation. Risk 12(12), 61–63 (1999)
4. Almgren, R., Chriss, N.: Optimal execution of portfolio transactions. J. Risk 3, 5–40 (2001)
5. Bacry, E., Iuga, A., Lasnier, M., Lehalle, C.A.: Market impacts and the life cycle of investors orders. Mark. Microstruct. Liq. 1(02), 1550009 (2015)
Cited by
7 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献