Zhou, T., Jia, C., & Li, H. Optimal Trade Execution under Jump Diffusion Process: A Mean-VaR Approach. Wiley.
Chicago Style (17th ed.) CitationZhou, Tianmin, Can Jia, and Handong Li. Optimal Trade Execution Under Jump Diffusion Process: A Mean-VaR Approach. Wiley.
MLA (9th ed.) CitationZhou, Tianmin, et al. Optimal Trade Execution Under Jump Diffusion Process: A Mean-VaR Approach. Wiley.
Warning: These citations may not always be 100% accurate.