Christopher Lorenz

Identifiers

• name variant Christopher Lorenz 0.60 · backfill

Papers (1)

1. Drift dependence of optimal trade execution strategies under transient price impact q-fin.TR · 2012 · author #1

Mentions

• 1204.2716 #1 · backfill · confidence 0.70 Christopher Lorenz

Frequent Coauthors

• Alexander Schied 1 shared papers