Journal of Mathematical Finance

Vol.5 No.1(2015), Paper ID 53355, 14 pages

DOI:10.4236/jmf.2015.51001

 

Optimal Execution in Illiquid Market with the Absence of Price Manipulation

 

Seiya Kuno, Masamitsu Ohnishi

 

Center for the Study of Finance and Insurance, Osaka University, Osaka, Japan
Graduate School of Economics, Osaka University, Osaka, Japan

 

Copyright © 2015 Seiya Kuno, Masamitsu Ohnishi et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

How to Cite this Article

Kuno, S. and Ohnishi, M. (2015) Optimal Execution in Illiquid Market with the Absence of Price Manipulation. Journal of Mathematical Finance, 5, 1-14. doi: 10.4236/jmf.2015.51001.
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