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Steven Schaerer
Steven Schaerer
Verified email at uzh.ch
Title
Cited by
Cited by
Year
Discrete-time option pricing with stochastic liquidity
M Leippold, S Schärer
Journal of Banking & Finance 75, 1-16, 2017
472017
Optimal Conic Execution Strategies with Stochastic Liquidity
M Leippold, S Schaerer
Available at SSRN 3123033, 2018
12018
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Articles 1–2