Researchr is a web site for finding, collecting, sharing, and reviewing scientific publications, for researchers by researchers.
Sign up for an account to create a profile with publication list, tag and review your related work, and share bibliographies with your co-authors.
Pavlo A. Krokhmal, Stan Uryasev. A sample-path approach to optimal position liquidation. Annals OR, 152(1):193-225, 2007. [doi]
Possibly Related PublicationsThe following publications are possibly variants of this publication: Optimal Security Liquidation AlgorithmsSergiy Butenko, Alexander Golodnikov, Stanislav Uryasev. coap, 32(1-2):9-27, 2005. [doi]
The following publications are possibly variants of this publication: