Optimal portfolio liquidation with additional information (Q253110): Difference between revisions

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Latest revision as of 15:08, 8 December 2024

scientific article
Language Label Description Also known as
English
Optimal portfolio liquidation with additional information
scientific article

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    Optimal portfolio liquidation with additional information (English)
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    8 March 2016
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    optimal liquidation
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    price impact
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    additional information
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    enlargement of filtration
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    HJB equation
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