Qixuan Luo, Can Jia, Handong Li. Optimal liquidation with jump-diffusion process. IJADS, 14(5):542-564, 2021. [doi]
@article{LuoJL21,
title = {Optimal liquidation with jump-diffusion process},
author = {Qixuan Luo and Can Jia and Handong Li},
year = {2021},
doi = {10.1504/IJADS.2021.117456},
url = {https://doi.org/10.1504/IJADS.2021.117456},
researchr = {https://researchr.org/publication/LuoJL21},
cites = {0},
citedby = {0},
journal = {IJADS},
volume = {14},
number = {5},
pages = {542-564},
}