Imperial College London

ProfessorJohannesMuhle-Karbe

Faculty of Natural SciencesDepartment of Mathematics

Head of Mathematical Finance, Chair in Mathematical Finance
 
 
 
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Contact

 

+44 (0)20 7594 0802j.muhle-karbe Website CV

 
 
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Assistant

 

Mrs Rula Murtada +44 (0)20 7594 8487

 
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Location

 

806Weeks BuildingSouth Kensington Campus

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Summary

 

Publications

Citation

BibTex format

@article{Moreau:2017:10.1111/mafi.12098,
author = {Moreau, L and Muhle-Karbe, J and Soner, HM},
doi = {10.1111/mafi.12098},
journal = {Mathematical Finance},
pages = {350--400},
title = {Trading with Small Price Impact},
url = {http://dx.doi.org/10.1111/mafi.12098},
volume = {27},
year = {2017}
}

RIS format (EndNote, RefMan)

TY  - JOUR
AU - Moreau,L
AU - Muhle-Karbe,J
AU - Soner,HM
DO - 10.1111/mafi.12098
EP - 400
PY - 2017///
SN - 0960-1627
SP - 350
TI - Trading with Small Price Impact
T2 - Mathematical Finance
UR - http://dx.doi.org/10.1111/mafi.12098
VL - 27
ER -