Center for Mathematical Modeling and Data Science, Osaka University, Osaka, Japan
Center for Mathematical Modeling and Data Science, Osaka University, Osaka, Japan
Graduate School of Economics, Osaka University, Osaka, Japan
Copyright © 2017 Seiya Kuno, Masamitsu Ohnishi, Peilu Shimizu 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. , Ohnishi, M. and Shimizu, P. (2017) Optimal Off-Exchange Execution with Closing Price.
Journal of Mathematical Finance,
7, 54-64. doi:
10.4236/jmf.2017.71003.