Portfolio Liquidation Games with Self-exciting Order Flow

Guanxing Fu, Ulrich Horst, Xiaonyu Xia

Research output: Journal article publicationJournal articleAcademic researchpeer-review

7 Citations (Scopus)

Fingerprint

Dive into the research topics of 'Portfolio Liquidation Games with Self-exciting Order Flow'. Together they form a unique fingerprint.

Keyphrases

Mathematics

Engineering

Computer Science