%0 Journal Article %1 almgren2003 %A Almgren, Robert F. %D 2003 %J Applied Mathematical Finance %K impact market non-linear %N 1 %P 1-18 %R 10.1080/135048602100056 %T Optimal execution with nonlinear impact functions and trading-enhanced risk %U /brokenurl# http://dx.doi.org/10.1080/135048602100056 %V 10

@article{almgren2003, added-at = {2015-07-01T18:03:30.000+0200}, author = {Almgren, Robert F.}, biburl = {https://www.bibsonomy.org/bibtex/2ee46265856b859fe8885c319f49b4631/krassi}, doi = {10.1080/135048602100056}, eprint = {http://dx.doi.org/10.1080/135048602100056}, interhash = {958cbeb64cbbaf990ff0b16660360dd9}, intrahash = {ee46265856b859fe8885c319f49b4631}, journal = {Applied Mathematical Finance}, keywords = {impact market non-linear}, number = 1, pages = {1-18}, timestamp = {2015-07-01T18:03:30.000+0200}, title = {Optimal execution with nonlinear impact functions and trading-enhanced risk}, url = {/brokenurl# http://dx.doi.org/10.1080/135048602100056 }, volume = 10, year = 2003 }