Liquidation with self-exciting price impact (Q253113): Difference between revisions
From MaRDI portal
Latest revision as of 14:11, 11 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Liquidation with self-exciting price impact |
scientific article |
Statements
Liquidation with self-exciting price impact (English)
0 references
8 March 2016
0 references
optimal liquidation
0 references
price impact
0 references
self-excitement
0 references
risk aversion
0 references
0 references
0 references