ESAIM: Proceedings and Surveys

Trading against disorderly liquidation of a large position under asymmetric information and market impact

Caroline Hillairet, Cody Hyndman, Ying Jiao and Renjie Wang

ESAIM: ProcS, 56 (2017) 42-71

Published online: 04 September 2017

DOI: 10.1051/proc/201756042

Caroline Hillairet

Cody Hyndman

Ying Jiao

Renjie Wang

Articles written by ALL the selected authors (AND)

Articles written by ANY OF the selected authors (OR)