OPTIMAL EXECUTION COST FOR LIQUIDATION THROUGH A LIMIT ORDER MARKET (Q2797874): Difference between revisions
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Latest revision as of 16:37, 11 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | OPTIMAL EXECUTION COST FOR LIQUIDATION THROUGH A LIMIT ORDER MARKET |
scientific article |
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OPTIMAL EXECUTION COST FOR LIQUIDATION THROUGH A LIMIT ORDER MARKET (English)
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1 April 2016
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liquidity risk
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limit-order books
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impulse control
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viscosity solutions
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variational inequalities
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