Guo, Xin; Zervos, Mihail Optimal execution with multiplicative price impact. (English) Zbl 1310.93083 SIAM J. Financ. Math. 6, 281-306 (2015). MSC: 93E20 91G80 49L20 PDFBibTeX XMLCite \textit{X. Guo} and \textit{M. Zervos}, SIAM J. Financ. Math. 6, 281--306 (2015; Zbl 1310.93083) Full Text: DOI Link
Guo, Xin; Zervos, Mihail \(\pi \) options. (English) Zbl 1200.91290 Stochastic Processes Appl. 120, No. 7, 1033-1059 (2010). MSC: 91G20 91G80 60G40 PDFBibTeX XMLCite \textit{X. Guo} and \textit{M. Zervos}, Stochastic Processes Appl. 120, No. 7, 1033--1059 (2010; Zbl 1200.91290) Full Text: DOI