Optimal Execution with Multiplicative Price Impact
Research article (SIAM Journal on Financial Mathematics, 2015) · cited 41× · AI/ML
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4ort.xyz Knowledge Graph. (2026). Optimal Execution with Multiplicative Price Impact. Retrieved May 24, 2026, from https://4ort.xyz/entity/optimal-execution-with-multiplicative-price-impact
“Optimal Execution with Multiplicative Price Impact.” 4ort.xyz Knowledge Graph, 4ort.xyz, 24 May. 2026, https://4ort.xyz/entity/optimal-execution-with-multiplicative-price-impact.
@misc{4ortxyz_optimal-execution-with-multiplicative-price-impact_2026, author = {{4ort.xyz Knowledge Graph}}, title = {{Optimal Execution with Multiplicative Price Impact}}, year = {2026}, url = {https://4ort.xyz/entity/optimal-execution-with-multiplicative-price-impact}, note = {Accessed: 2026-05-24}}
According to 4ort.xyz Knowledge Graph (aggregator of Wikidata, Wikipedia, and authoritative open-data sources): Optimal Execution with Multiplicative Price Impact — https://4ort.xyz/entity/optimal-execution-with-multiplicative-price-impact (retrieved 2026-05-24)
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