Optimal execution with non-linear transient market impact (Q4555057)
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scientific article; zbMATH DE number 6981176
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal execution with non-linear transient market impact |
scientific article; zbMATH DE number 6981176 |
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Optimal execution with non-linear transient market impact (English)
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19 November 2018
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optimal execution
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market impact
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price manipulation
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sequential quadratic programming
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liquidity
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