Optimal portfolio liquidation in target zone models and catalytic superprocesses (Q287674): Difference between revisions
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Revision as of 12:21, 18 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal portfolio liquidation in target zone models and catalytic superprocesses |
scientific article |
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Optimal portfolio liquidation in target zone models and catalytic superprocesses (English)
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23 May 2016
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optimal portfolio liquidation
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market impact
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target zone models
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critical branching particle systems
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optimal stochastic control
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catalytic superprocess
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