What if We Knew What the Future Brings? Optimal Investment for a Frontrunner with Price Impact

Peter Bank*, Yan Dolinsky, Miklós Rásonyi

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

2 Scopus citations

Fingerprint

Dive into the research topics of 'What if We Knew What the Future Brings? Optimal Investment for a Frontrunner with Price Impact'. Together they form a unique fingerprint.

Keyphrases

Mathematics

Economics, Econometrics and Finance