Optimal portfolio liquidation in target zone models and catalytic superprocesses (Q287674): Difference between revisions
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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 | |||
Property / zbMATH Keywords: critical branching particle systems / rank | |||
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optimal stochastic control | |||
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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 |
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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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