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Latest revision as of 09:50, 30 July 2024
scientific article; zbMATH DE number 6817038
Language | Label | Description | Also known as |
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English | Optimal Trade Execution with Instantaneous Price Impact and Stochastic Resilience |
scientific article; zbMATH DE number 6817038 |
Statements
Optimal Trade Execution with Instantaneous Price Impact and Stochastic Resilience (English)
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11 December 2017
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stochastic control
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multidimensional backward stochastic differential equation
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portfolio liquidation
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singular terminal value
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