Optimal Brokerage Contracts in Almgren–Chriss Model with Multiple Clients (Q6169626): Difference between revisions

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scientific article; zbMATH DE number 7726724
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Optimal Brokerage Contracts in Almgren–Chriss Model with Multiple Clients
scientific article; zbMATH DE number 7726724

    Statements

    Optimal Brokerage Contracts in Almgren–Chriss Model with Multiple Clients (English)
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    15 August 2023
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    brokerage
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    optimal contract
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    price impact
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    equilibrium
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