Mathematical Finance

Cover image for Vol. 25 Issue 3

July 2015

Volume 25, Issue 3

Pages 457–672

  1. ARTICLES

    1. Top of page
    2. ARTICLES
    1. GENERAL INTENSITY SHAPES IN OPTIMAL LIQUIDATION (pages 457–495)

      Olivier Guéant and Charles-Albert Lehalle

      Article first published online: 9 OCT 2013 | DOI: 10.1111/mafi.12052

    2. OPTIMAL EXECUTION HORIZON (pages 640–672)

      David Easley, Marcos Lopez de Prado and Maureen O'Hara

      Article first published online: 9 OCT 2013 | DOI: 10.1111/mafi.12045

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