On the Numerical Analysis and Visualisation of Implicit Ordinary Differential Equations
Article in Mathematics in Computer Science (November 2019)
The most recent citing publications are shown below. View all 6 publications that cite this research output on Dimensions.
The Deterministic Optimal Liquidation Problem
Book chapter (June 2018)
Optimal trade execution under endogenous pressure to liquidate: Theory and numerical solutions
Article in European Journal of Operational Research (February 2018)