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Portfolio Liquidation Games with Self-Exciting Order Flow
Release time:2023-05-19 Hits:Journal:Mathematical Finance
Co-author:Guanxing Fu,Ulrich Horst,Xiaonyu Xia
Volume:32
Page Number:1020-1065
Translation or Not:no
Date of Publication:2022-08-06
夏笑女
Education Level:With Certificate of Graduation for Doctorate Study
Alma Mater:洪堡大学
Degree:Doctoral Degree in Science
School/Department:数理学院
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