Efficient Trading with Price Impact

Journal
Mathematical Finance
Type
journal article
Date Issued
2026
Author(s)
Xavier Brokmann
;
;
He, Guangyi
;
Itkin, David
;
Muhle-karbe Johannes
HSG Classification
contribution to scientific community
Refereed
Yes
URL
Subject(s)

finance

Division(s)

SCS - School of Compu...

FSI - Center for Fina...

File(s)
Thumbnail Image

open.access

Name

Efficient_Trading_with_Price_Impact.pdf

Size

1.07 MB

Format

Adobe PDF

Checksum (MD5)

a66295ef1eb7726a6af79a2bf2c5cb8e