Optimal portfolio liquidation with additional information (Q253110): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal portfolio liquidation with additional information |
scientific article |
Statements
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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