Optimal Trade Execution with Instantaneous Price Impact and Stochastic Resilience (Q4596852): Difference between revisions

From MaRDI portal
Changed an Item
Import240304020342 (talk | contribs)
Set profile property.
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank

Revision as of 16:31, 5 March 2024

scientific article; zbMATH DE number 6817038
Language Label Description Also known as
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)
    0 references
    0 references
    0 references
    11 December 2017
    0 references
    stochastic control
    0 references
    multidimensional backward stochastic differential equation
    0 references
    portfolio liquidation
    0 references
    singular terminal value
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references