Optimal execution strategy in the presence of permanent price impact and fixed transaction cost
Version of Record online: 14 OCT 2011
Copyright © 2011 John Wiley & Sons, Ltd.
Optimal Control Applications and Methods
Volume 33, Issue 6, pages 713–738, November/December 2012
How to Cite
Junca, M. (2012), Optimal execution strategy in the presence of permanent price impact and fixed transaction cost. Optim. Control Appl. Meth., 33: 713–738. doi: 10.1002/oca.1022
- Issue online: 23 OCT 2012
- Version of Record online: 14 OCT 2011
- Manuscript Revised: 29 AUG 2011
- Manuscript Accepted: 29 AUG 2011
- Manuscript Received: 8 FEB 2011
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