Curve following in illiquid markets (Q1932555): Difference between revisions
From MaRDI portal
Latest revision as of 03:22, 6 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Curve following in illiquid markets |
scientific article |
Statements
Curve following in illiquid markets (English)
0 references
20 January 2013
0 references
stochastic maximum principle
0 references
convex analysis
0 references
fully coupled forward backward stochastic differential equations
0 references
trading in illiquid markets
0 references
C02
0 references
C61
0 references
0 references
0 references
0 references