Optimal portfolio liquidation in target zone models and catalytic superprocesses (Q287674): Difference between revisions
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| Property / Mathematics Subject Classification ID: 91G80 / rank | |||
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| Property / zbMATH DE Number: 6583722 / rank | |||
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| Property / zbMATH Keywords | |||
optimal portfolio liquidation | |||
| Property / zbMATH Keywords: optimal portfolio liquidation / rank | |||
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market impact | |||
| Property / zbMATH Keywords: market impact / rank | |||
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target zone models | |||
| Property / zbMATH Keywords: target zone models / rank | |||
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critical branching particle systems | |||
| Property / zbMATH Keywords: critical branching particle systems / rank | |||
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optimal stochastic control | |||
| Property / zbMATH Keywords: optimal stochastic control / rank | |||
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catalytic superprocess | |||
| Property / zbMATH Keywords: catalytic superprocess / rank | |||
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Revision as of 19:01, 27 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal portfolio liquidation in target zone models and catalytic superprocesses |
scientific article |
Statements
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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