Reference health
Adaptive Basket Liquidation
23/23 checkable references clean · checked 2026-08-27
Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.
12 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.
The 23 checked references that resolve
resolves10.1080/14697680802595700
Optimal execution strategies in limit order books with general shape functions
resolves10.1080/135048602100056
Optimal execution with nonlinear impact functions and trading-enhanced risk
resolves10.1080/14697680400000022
Fluctuations and response in financial markets: the subtle nature of ‘random’ price changes
resolves10.1111/j.1540-6261.2007.01274.x
Episodic Liquidity Crises: Cooperative and Predatory Trading
The 12 references without a DOI — listed, not checked
no DOI — not checkedNote that the minimizer a as in Equation (43) is unique since f is injective due to the convexity of f . We now show that Equation (44) is fulfilled for all M and Y = � v(X). First, observe that it holds for Y = 0. For general Y , consider the following two equations: References Abramowitz
no DOI — not checkedref5
no DOI — not checkedDirect estimation of equity market impact
no DOI — not checkedref7
no DOI — not checkedref10
no DOI — not checkedStochastic Calculus: A practical Introduction
no DOI — not checkedref21
no DOI — not checkedVsevolod Alekseevich Solonnikov, and Nina Nikolaevna Ural'ceva, 1968, Linear and Quasi-linear Equations of Parabolic Type
no DOI — not checkedref25
no DOI — not checkedThe orders of battle
no DOI — not checkedRisk aversion and the dynamics of optimal liquidation strategies in illiquid markets
no DOI — not checkedref32
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