VWAP Execution and Guaranteed VWAP

Olivier Guéant, Guillaume Royer. VWAP Execution and Guaranteed VWAP. SIAM J. Financial Math., 5(1):445-471, 2014. [doi]

Authors

Olivier Guéant

This author has not been identified. Look up 'Olivier Guéant' in Google

Guillaume Royer

This author has not been identified. Look up 'Guillaume Royer' in Google