MARKET MAKING AND PORTFOLIO LIQUIDATION UNDER UNCERTAINTY (Q3191840): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | MARKET MAKING AND PORTFOLIO LIQUIDATION UNDER UNCERTAINTY |
scientific article |
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MARKET MAKING AND PORTFOLIO LIQUIDATION UNDER UNCERTAINTY (English)
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25 September 2014
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high frequency trading
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market making
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optimal execution
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stochastic control
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Hamilton-Jacobi-Bellman equation
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