Liquidation with self-exciting price impact (Q253113): Difference between revisions
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 91G10 / rank | |||
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| Property / Mathematics Subject Classification ID: 91G80 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6551194 / rank | |||
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| Property / zbMATH Keywords | |||
optimal liquidation | |||
| Property / zbMATH Keywords: optimal liquidation / rank | |||
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price impact | |||
| Property / zbMATH Keywords: price impact / rank | |||
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self-excitement | |||
| Property / zbMATH Keywords: self-excitement / rank | |||
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risk aversion | |||
| Property / zbMATH Keywords: risk aversion / rank | |||
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Revision as of 12:46, 27 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Liquidation with self-exciting price impact |
scientific article |
Statements
Liquidation with self-exciting price impact (English)
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8 March 2016
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optimal liquidation
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price impact
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self-excitement
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risk aversion
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